+2,068.1%
LLY vs TRMB
+105.4%
+1,962.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.1% |
| 7D | +1.4% | +4.1% | -2.7% | +0.7% |
| 30D | +21.5% | -5.1% | +26.6% | +22.1% |
| 3M | +18.5% | -2.6% | +21.1% | +18.4% |
| 6M | +49.1% | -2.7% | +51.8% | +48.7% |
| YTD | +34.4% | -27.9% | +62.3% | +40.1% |
| 1Y | +46.3% | -29.0% | +75.3% | +52.8% |
| 3Y | +145.5% | +35.0% | +110.5% | +130.1% |
| 5Y | +472.7% | -33.9% | +506.6% | +489.3% |
| All | +2,068.1% | +105.4% | +1,962.7% | +1,863.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling