+16,495.5%
LLY vs TRMB
+3,067.4%
+13,428.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -4.5% | -16.7% | +12.2% | -3.3% |
| 30D | +13.9% | -9.9% | +23.8% | +14.6% |
| 3M | +13.8% | -7.6% | +21.3% | +14.2% |
| 6M | +37.6% | -14.7% | +52.3% | +38.8% |
| YTD | +26.6% | -30.9% | +57.5% | +29.6% |
| 1Y | +45.3% | -31.3% | +76.7% | +48.9% |
| 3Y | +132.2% | +29.4% | +102.8% | +126.0% |
| 5Y | +434.7% | -37.4% | +472.0% | +444.0% |
| 10Y | +2,084.3% | +109.2% | +1,975.1% | +1,918.0% |
| All | +16,495.5% | +3,067.4% | +13,428.1% | +11,830.9% |
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