+554.8%
MA vs TRMB
+105.8%
+449.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -0.3% | -17.0% | +16.6% | +6.3% |
| 30D | +11.3% | -9.0% | +20.3% | +14.1% |
| 3M | +16.7% | -8.1% | +24.8% | +18.8% |
| 6M | +32.8% | -10.1% | +42.8% | +35.6% |
| YTD | +15.6% | -30.2% | +45.8% | +30.8% |
| 1Y | +19.6% | -30.7% | +50.3% | +35.3% |
| 3Y | +72.1% | +32.6% | +39.5% | +39.8% |
| 5Y | +96.0% | -38.1% | +134.2% | +121.0% |
| 10Y | +554.8% | +98.9% | +455.9% | +339.6% |
| All | +554.8% | +105.8% | +449.0% | +339.6% |
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