+31.7%
GEN vs TRMB
-38.3%
+70.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.4% |
| 7D | -0.3% | -17.0% | +16.6% | +5.8% |
| 30D | +28.2% | -9.0% | +37.2% | +31.2% |
| 3M | +2.6% | -8.1% | +10.7% | +4.6% |
| 6M | +32.7% | -10.1% | +42.7% | +36.1% |
| YTD | +11.3% | -30.2% | +41.5% | +25.3% |
| 1Y | +17.9% | -30.7% | +48.6% | +32.8% |
| 3Y | +66.3% | +32.6% | +33.7% | +46.6% |
| 5Y | +31.7% | -38.1% | +69.8% | +46.3% |
| All | +31.7% | -38.3% | +70.0% | +46.3% |
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 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