+3,222.7%
GLW vs TRMB
+3,104.9%
+117.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -11.1% | -16.6% | +5.4% | -7.1% |
| 30D | -28.4% | -8.9% | -19.5% | -26.9% |
| 3M | -28.8% | -6.3% | -22.5% | -28.1% |
| 6M | -39.8% | -10.0% | -29.9% | -39.1% |
| YTD | +28.7% | -30.1% | +58.9% | +38.1% |
| 1Y | +27.7% | -31.3% | +59.0% | +37.8% |
| 3Y | +331.3% | +30.8% | +300.5% | +293.2% |
| 5Y | +233.4% | -35.9% | +269.4% | +258.1% |
| 10Y | +521.8% | +101.7% | +420.0% | +401.0% |
| All | +3,222.7% | +3,104.9% | +117.8% | +1,178.0% |
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