+19.4%
MA vs TRMB
-31.3%
+50.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -0.3% | -17.0% | +16.6% | +2.0% |
| 30D | +11.3% | -9.0% | +20.3% | +11.4% |
| 3M | +16.7% | -8.1% | +24.8% | +16.4% |
| 6M | +32.8% | -10.1% | +42.8% | +31.9% |
| YTD | +15.6% | -30.2% | +45.8% | +21.5% |
| All | +19.4% | -31.3% | +50.6% | +25.4% |
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