+158.6%
GE vs TRMB
+109.2%
+49.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.2% |
| 7D | +4.0% | +4.1% | -0.1% | +2.4% |
| 30D | +11.1% | -5.1% | +16.1% | +11.9% |
| 3M | -6.7% | -2.6% | -4.1% | -7.5% |
| 6M | +14.3% | -2.7% | +17.0% | +12.7% |
| YTD | +11.7% | -27.9% | +39.7% | +24.2% |
| 1Y | +10.9% | -29.0% | +39.9% | +23.7% |
| 3Y | +279.0% | +35.0% | +244.0% | +210.7% |
| 5Y | +427.0% | -33.9% | +460.9% | +475.4% |
| 10Y | +158.6% | +106.1% | +52.4% | +84.3% |
| All | +158.6% | +109.2% | +49.4% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling