+73.1%
MA vs TRMB
-37.2%
+110.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.7% | -2.5% | -0.2% | -1.8% |
| 30D | +1.5% | +1.5% | 0.0% | +0.8% |
| 3M | +20.4% | +6.8% | +13.7% | +17.0% |
| 6M | +11.1% | -14.9% | +26.1% | +17.1% |
| YTD | +2.0% | -24.1% | +26.1% | +11.8% |
| 1Y | -2.2% | -25.4% | +23.2% | +7.4% |
| 3Y | +41.9% | +8.0% | +33.9% | +30.4% |
| All | +73.1% | -37.2% | +110.3% | +101.4% |
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 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