+26.4%
MAR vs TRMB
-29.0%
+55.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.5% |
| 7D | -2.1% | -5.4% | +3.3% | -0.7% |
| 30D | -5.7% | -2.0% | -3.7% | -5.3% |
| 3M | -14.6% | +12.3% | -27.0% | -17.9% |
| 6M | +1.3% | -17.6% | +19.0% | +7.6% |
| YTD | +6.7% | -27.5% | +34.2% | +18.4% |
| 1Y | +26.4% | -29.1% | +55.5% | +40.3% |
| All | +26.4% | -29.0% | +55.4% | +40.3% |
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