-25.5%
IT vs TRMB
-28.6%
+3.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.8% | +4.1% |
| 7D | -3.7% | -3.0% | -0.6% | -1.1% |
| 30D | +0.1% | +2.3% | -2.3% | -1.5% |
| 3M | +20.7% | +15.3% | +5.4% | +10.8% |
| 6M | +12.0% | -14.7% | +26.7% | +22.1% |
| YTD | -28.8% | -26.4% | -2.4% | -17.5% |
| 1Y | -25.5% | -30.4% | +4.9% | -14.0% |
| All | -25.5% | -28.6% | +3.1% | -14.0% |
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 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