+136.0%
GOOG vs TRMB
-39.0%
+175.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.9% |
| 7D | 0.0% | -3.0% | +3.1% | +1.4% |
| 30D | -2.0% | +2.3% | -4.3% | -3.1% |
| 3M | -5.9% | +15.3% | -21.2% | -12.0% |
| 6M | +8.9% | -14.7% | +23.6% | +15.7% |
| YTD | +7.1% | -26.4% | +33.5% | +21.0% |
| 1Y | +39.7% | -30.4% | +70.1% | +61.4% |
| 3Y | +145.8% | +13.5% | +132.3% | +114.6% |
| All | +136.0% | -39.0% | +175.0% | +184.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling