+72.9%
MA vs TRMB
+26.2%
+46.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +3.2% | -17.9% | +21.1% | +7.4% |
| 30D | +15.9% | -12.0% | +27.9% | +18.3% |
| 3M | +15.2% | -8.4% | +23.6% | +16.0% |
| 6M | +32.4% | -21.5% | +53.9% | +38.7% |
| YTD | +15.6% | -31.5% | +47.2% | +25.7% |
| 1Y | +19.3% | -33.4% | +52.7% | +30.5% |
| All | +72.9% | +26.2% | +46.7% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling