+867.9%
GLW vs TRMB
+113.5%
+754.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +2.5% |
| 7D | +16.9% | -2.9% | +19.8% | +18.3% |
| 30D | +7.0% | -1.8% | +8.8% | +7.1% |
| 3M | -3.0% | +8.4% | -11.4% | -8.3% |
| 6M | +31.0% | -18.5% | +49.5% | +40.4% |
| YTD | +93.4% | -26.7% | +120.2% | +116.5% |
| 1Y | +134.7% | -28.3% | +163.0% | +165.6% |
| 3Y | +471.8% | +12.6% | +459.2% | +406.0% |
| 5Y | +394.5% | -38.7% | +433.2% | +472.9% |
| 10Y | +867.9% | +120.8% | +747.2% | +509.1% |
| All | +867.9% | +113.5% | +754.4% | +509.1% |
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