+568.4%
MA vs TRMB
+96.4%
+472.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +1.8% | -16.6% | +18.4% | +8.3% |
| 30D | +11.8% | -8.9% | +20.7% | +14.6% |
| 3M | +17.2% | -6.3% | +23.5% | +18.3% |
| 6M | +33.4% | -10.0% | +43.3% | +36.2% |
| YTD | +16.1% | -30.1% | +46.3% | +31.4% |
| 1Y | +19.9% | -31.3% | +51.2% | +36.3% |
| 3Y | +70.1% | +30.8% | +39.3% | +39.1% |
| 5Y | +89.6% | -35.9% | +125.6% | +110.4% |
| 10Y | +568.4% | +101.7% | +466.7% | +350.3% |
| All | +568.4% | +96.4% | +472.0% | +350.3% |
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