-41.4%
IT vs TRMB
-34.2%
-7.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +0.5% |
| 7D | -6.8% | +4.1% | -11.0% | -8.7% |
| 30D | -0.6% | -5.1% | +4.5% | +0.6% |
| 3M | +3.1% | -2.6% | +5.6% | +2.9% |
| 6M | +25.5% | -2.7% | +28.2% | +25.9% |
| YTD | -23.5% | -27.9% | +4.4% | -11.5% |
| 1Y | -16.6% | -29.0% | +12.4% | -3.2% |
| 3Y | -53.1% | +35.0% | -88.1% | -60.6% |
| 5Y | -41.4% | -33.9% | -7.5% | -26.0% |
| All | -41.4% | -34.2% | -7.2% | -26.0% |
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 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