+231.1%
GM vs TRMB
+121.9%
+109.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.3% |
| 7D | -2.4% | -3.0% | +0.6% | -0.9% |
| 30D | -1.1% | +2.3% | -3.4% | -2.4% |
| 3M | +6.1% | +15.3% | -9.2% | -2.0% |
| 6M | +15.0% | -14.7% | +29.7% | +23.2% |
| YTD | +6.0% | -26.4% | +32.4% | +21.7% |
| 1Y | +47.1% | -30.4% | +77.5% | +73.2% |
| 3Y | +170.5% | +13.5% | +157.0% | +136.5% |
| 5Y | +80.5% | -38.6% | +119.1% | +113.3% |
| All | +231.1% | +121.9% | +109.2% | +112.4% |
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