+11,518.3%
LIN vs TRMB
+3,578.2%
+7,940.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | +3.6% | -17.9% | +21.5% | +6.6% |
| 30D | +6.4% | -12.0% | +18.4% | +8.2% |
| 3M | +6.5% | -8.4% | +14.9% | +7.5% |
| 6M | +4.9% | -21.5% | +26.4% | +8.2% |
| YTD | +23.4% | -31.5% | +55.0% | +29.9% |
| 1Y | +26.3% | -33.4% | +59.7% | +33.4% |
| 3Y | +38.0% | +26.5% | +11.5% | +29.7% |
| 5Y | +68.0% | -37.9% | +105.9% | +75.4% |
| 10Y | +437.1% | +107.3% | +329.8% | +359.3% |
| All | +11,518.3% | +3,578.2% | +7,940.2% | +6,498.5% |
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