+19.1%
MA vs TRMB
-29.0%
+48.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.2% |
| 7D | -1.8% | +4.1% | -5.9% | -2.4% |
| 30D | +11.0% | -5.1% | +16.1% | +10.4% |
| 3M | +17.9% | -2.6% | +20.5% | +16.2% |
| 6M | +33.2% | -2.7% | +35.8% | +30.3% |
| YTD | +16.5% | -27.9% | +44.4% | +21.9% |
| 1Y | +19.1% | -29.0% | +48.1% | +24.5% |
| All | +19.1% | -29.0% | +48.1% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling