+584.1%
MA vs TRMB
+103.0%
+481.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.8% |
| 7D | -0.5% | +4.1% | -4.6% | -2.2% |
| 30D | +7.9% | -7.0% | +14.9% | +9.6% |
| 3M | +16.8% | -0.9% | +17.7% | +15.2% |
| 6M | +31.0% | -1.2% | +32.2% | +28.6% |
| YTD | +15.0% | -28.7% | +43.8% | +29.1% |
| 1Y | +17.0% | -32.1% | +49.1% | +33.8% |
| 3Y | +68.5% | +33.4% | +35.1% | +36.5% |
| 5Y | +85.0% | -35.6% | +120.6% | +105.0% |
| All | +584.1% | +103.0% | +481.1% | +343.3% |
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