+33.0%
BLK vs TRMB
-39.0%
+72.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.9% |
| 7D | -3.3% | -3.0% | -0.3% | -1.9% |
| 30D | -6.5% | +2.3% | -8.8% | -7.6% |
| 3M | +6.7% | +15.3% | -8.6% | -0.8% |
| 6M | +14.7% | -14.7% | +29.4% | +22.5% |
| YTD | +2.5% | -26.4% | +28.9% | +17.2% |
| 1Y | -2.8% | -30.4% | +27.6% | +13.8% |
| 3Y | +65.9% | +13.5% | +52.3% | +47.0% |
| All | +33.0% | -39.0% | +72.0% | +53.8% |
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