-24.5%
ADSK vs TRMB
-39.0%
+14.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | -0.5% |
| 7D | -2.5% | -3.0% | +0.5% | -0.6% |
| 30D | -14.9% | +2.3% | -17.2% | -16.0% |
| 3M | +3.3% | +15.3% | -12.0% | -5.4% |
| 6M | -15.7% | -14.7% | -1.0% | -7.0% |
| YTD | -28.2% | -26.4% | -1.8% | -13.5% |
| 1Y | -34.5% | -30.4% | -4.1% | -18.8% |
| 3Y | -2.9% | +13.5% | -16.4% | -17.3% |
| All | -24.5% | -39.0% | +14.5% | -1.7% |
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