+20.6%
GEN vs TRMB
-37.5%
+58.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.3% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +2.6% | -1.2% | +3.9% | +3.1% |
| 3M | +15.8% | +9.6% | +6.2% | +11.5% |
| 6M | +33.1% | -16.1% | +49.3% | +42.0% |
| YTD | +11.3% | -25.0% | +36.3% | +23.6% |
| 1Y | +1.7% | -27.7% | +29.3% | +14.1% |
| 3Y | +58.1% | +15.3% | +42.8% | +46.8% |
| 5Y | +20.6% | -37.4% | +58.0% | +36.5% |
| All | +20.6% | -37.5% | +58.2% | +36.5% |
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