+53.2%
ADP vs TRMB
-37.2%
+90.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.7% |
| 7D | -3.4% | -2.5% | -0.9% | -2.6% |
| 30D | +2.8% | +1.5% | +1.3% | +2.2% |
| 3M | +20.9% | +6.8% | +14.2% | +18.0% |
| 6M | +29.9% | -14.9% | +44.8% | +36.3% |
| YTD | +9.6% | -24.1% | +33.7% | +19.3% |
| 1Y | -5.3% | -25.4% | +20.1% | +3.2% |
| 3Y | +16.5% | +8.0% | +8.5% | +8.2% |
| All | +53.2% | -37.2% | +90.4% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling