+92.3%
MA vs TRMB
-38.3%
+130.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +2.3% | -16.7% | +19.0% | +7.7% |
| 30D | +14.7% | -9.9% | +24.6% | +17.3% |
| 3M | +13.5% | -7.6% | +21.1% | +14.7% |
| 6M | +33.1% | -14.7% | +47.8% | +38.0% |
| YTD | +15.1% | -30.9% | +46.0% | +28.4% |
| 1Y | +18.7% | -31.3% | +50.1% | +32.5% |
| 3Y | +72.1% | +29.4% | +42.7% | +43.0% |
| All | +92.3% | -38.3% | +130.6% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling