+44.5%
GOOG vs TRMB
-24.7%
+69.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -2.2% | -2.5% | +0.3% | -1.6% |
| 30D | -6.9% | +1.5% | -8.4% | -7.3% |
| 3M | -9.1% | +6.8% | -15.9% | -10.6% |
| 6M | +10.6% | -14.9% | +25.6% | +15.2% |
| YTD | +7.0% | -24.1% | +31.1% | +15.8% |
| 1Y | +44.5% | -25.4% | +69.9% | +56.7% |
| All | +44.5% | -24.7% | +69.2% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling