+13,987.3%
LLY vs TRMB
+3,381.2%
+10,606.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | -2.1% | -2.5% | +0.4% | -2.0% |
| 30D | -1.6% | +1.5% | -3.1% | -1.7% |
| 3M | +2.3% | +6.8% | -4.5% | +1.7% |
| 6M | +14.9% | -14.9% | +29.8% | +16.1% |
| YTD | +7.5% | -24.1% | +31.6% | +9.5% |
| 1Y | +55.7% | -25.4% | +81.1% | +58.6% |
| 3Y | +110.6% | +8.0% | +102.6% | +107.7% |
| 5Y | +363.4% | -37.3% | +400.7% | +371.9% |
| 10Y | +1,649.0% | +116.8% | +1,532.2% | +1,512.7% |
| All | +13,987.3% | +3,381.2% | +10,606.1% | +9,972.1% |
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 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