+13,447.0%
GOOG vs TRMB
+758.7%
+12,688.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +1.1% | -0.3% | +1.3% | +1.2% |
| 30D | -5.1% | -1.2% | -3.8% | -4.8% |
| 3M | -7.1% | +9.6% | -16.7% | -10.2% |
| 6M | +12.7% | -16.1% | +28.8% | +18.4% |
| YTD | +7.1% | -25.0% | +32.1% | +16.3% |
| 1Y | +43.6% | -27.7% | +71.3% | +57.6% |
| 3Y | +146.8% | +15.3% | +131.5% | +126.9% |
| 5Y | +133.7% | -37.4% | +171.1% | +159.1% |
| 10Y | +773.3% | +117.5% | +655.9% | +543.8% |
| All | +13,447.0% | +758.7% | +12,688.2% | +6,252.1% |
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