+1,279.2%
ENTG vs TRMB
+566.4%
+712.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.4% | -3.6% |
| 7D | +15.2% | +2.8% | +12.4% | +13.8% |
| 30D | -3.6% | -5.9% | +2.2% | -1.4% |
| 3M | -10.0% | -3.3% | -6.6% | -9.5% |
| 6M | +1.8% | +1.3% | +0.4% | -1.6% |
| YTD | +75.5% | -29.0% | +104.5% | +101.4% |
| 1Y | +82.4% | -27.8% | +110.2% | +107.7% |
| 3Y | +58.5% | +36.3% | +22.2% | +34.4% |
| 5Y | +0.4% | -35.8% | +36.2% | +24.8% |
| 10Y | +759.6% | +103.1% | +656.5% | +508.0% |
| All | +1,279.2% | +566.4% | +712.8% | +319.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling