-51.3%
IT vs TRMB
+13.0%
-64.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.2% | -6.3% | -6.8% |
| 7D | -9.1% | -0.3% | -8.9% | -8.9% |
| 30D | -7.0% | -1.2% | -5.8% | -6.3% |
| 3M | +7.6% | +9.6% | -2.0% | +3.6% |
| 6M | +2.1% | -16.1% | +18.2% | +10.1% |
| YTD | -31.6% | -25.0% | -6.6% | -22.9% |
| 1Y | -29.9% | -27.7% | -2.2% | -20.2% |
| 3Y | -51.3% | +15.3% | -66.6% | -52.1% |
| All | -51.3% | +13.0% | -64.3% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling