+154.1%
MAR vs TRMB
-39.0%
+193.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.8% |
| 7D | -0.5% | -2.9% | +2.4% | +0.8% |
| 30D | -4.7% | -1.8% | -2.9% | -4.1% |
| 3M | -15.6% | +8.4% | -24.0% | -19.2% |
| 6M | +1.2% | -18.5% | +19.7% | +9.6% |
| YTD | +7.5% | -26.7% | +34.2% | +21.8% |
| 1Y | +26.6% | -28.3% | +54.9% | +44.4% |
| 3Y | +66.0% | +12.6% | +53.4% | +51.1% |
| 5Y | +154.1% | -38.7% | +192.8% | +194.3% |
| All | +154.1% | -39.0% | +193.1% | +194.3% |
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 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