+230.7%
GM vs TRMB
+217.0%
+13.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -1.3% |
| 7D | -1.1% | -2.9% | +1.8% | +0.2% |
| 30D | -4.6% | -1.8% | -2.8% | -3.9% |
| 3M | +0.2% | +8.4% | -8.2% | -3.9% |
| 6M | +12.6% | -18.5% | +31.1% | +22.2% |
| YTD | +3.7% | -26.7% | +30.4% | +17.4% |
| 1Y | +45.6% | -28.3% | +73.9% | +65.9% |
| 3Y | +162.0% | +12.6% | +149.4% | +136.2% |
| 5Y | +80.5% | -38.7% | +119.2% | +109.5% |
| 10Y | +231.3% | +120.8% | +110.6% | +118.3% |
| All | +230.7% | +217.0% | +13.7% | +77.0% |
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