+2,507.4%
GE vs TRMB
+3,168.1%
-660.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | +5.1% | +4.1% | +1.0% | +4.4% |
| 30D | +7.6% | -7.0% | +14.5% | +8.4% |
| 3M | -9.3% | -0.9% | -8.4% | -9.7% |
| 6M | +11.5% | -1.2% | +12.7% | +10.9% |
| YTD | +7.9% | -28.7% | +36.6% | +13.1% |
| 1Y | +7.6% | -32.1% | +39.7% | +13.7% |
| 3Y | +265.9% | +33.4% | +232.4% | +242.9% |
| 5Y | +405.9% | -35.6% | +441.5% | +430.9% |
| 10Y | +149.6% | +103.8% | +45.8% | +117.3% |
| All | +2,507.4% | +3,168.1% | -660.7% | +1,435.6% |
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