+1,945.6%
IBM vs TRMB
+3,381.2%
-1,435.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.3% | -2.5% | +2.2% | +0.1% |
| 30D | +0.3% | +1.5% | -1.2% | +0.1% |
| 3M | -21.6% | +6.8% | -28.4% | -22.3% |
| 6M | -4.7% | -14.9% | +10.2% | -2.4% |
| YTD | -19.1% | -24.1% | +5.0% | -15.8% |
| 1Y | -2.5% | -25.4% | +22.9% | +1.6% |
| 3Y | +74.2% | +8.0% | +66.1% | +71.2% |
| 5Y | +113.1% | -37.3% | +150.4% | +122.4% |
| 10Y | +133.5% | +116.8% | +16.7% | +104.7% |
| All | +1,945.6% | +3,381.2% | -1,435.6% | +1,136.4% |
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 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