+185.4%
MAR vs TRMB
-34.2%
+219.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -1.1% |
| 7D | +1.0% | +4.1% | -3.1% | -0.7% |
| 30D | +16.2% | -5.1% | +21.3% | +17.1% |
| 3M | +23.1% | -2.6% | +25.6% | +22.2% |
| 6M | +22.0% | -2.7% | +24.6% | +20.2% |
| YTD | +39.2% | -27.9% | +67.1% | +56.5% |
| 1Y | +48.3% | -29.0% | +77.3% | +67.5% |
| 3Y | +123.4% | +35.0% | +88.4% | +85.0% |
| 5Y | +185.4% | -33.9% | +219.3% | +213.7% |
| All | +185.4% | -34.2% | +219.6% | +213.7% |
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