+342.1%
GLW vs TRMB
-37.2%
+379.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | +3.8% | -2.5% | +6.3% | +4.7% |
| 30D | -1.3% | +1.5% | -2.9% | -2.3% |
| 3M | -21.8% | +6.8% | -28.6% | -24.6% |
| 6M | +6.9% | -14.9% | +21.8% | +12.4% |
| YTD | +77.2% | -24.1% | +101.3% | +94.6% |
| 1Y | +123.2% | -25.4% | +148.6% | +147.4% |
| 3Y | +400.0% | +8.0% | +392.0% | +362.8% |
| All | +342.1% | -37.2% | +379.3% | +377.0% |
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