+3,335.9%
GLW vs TRMB
+3,100.8%
+235.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.1% | +8.2% | +9.0% |
| 7D | -5.9% | -17.0% | +11.1% | -1.5% |
| 30D | -26.0% | -9.0% | -17.0% | -24.4% |
| 3M | -29.9% | -8.1% | -21.8% | -28.8% |
| 6M | -37.8% | -10.1% | -27.7% | -37.0% |
| YTD | +33.1% | -30.2% | +63.3% | +42.8% |
| 1Y | +36.8% | -30.7% | +67.5% | +47.3% |
| 3Y | +356.1% | +32.6% | +323.5% | +314.3% |
| 5Y | +243.8% | -38.1% | +282.0% | +272.4% |
| 10Y | +542.4% | +98.9% | +443.5% | +419.3% |
| All | +3,335.9% | +3,100.8% | +235.1% | +1,222.0% |
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 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