+444.1%
META vs TRMB
+102.8%
+341.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +3.3% | -16.6% | +19.8% | +10.9% |
| 30D | -10.8% | -8.9% | -1.9% | -8.2% |
| 3M | +7.9% | -6.3% | +14.2% | +9.0% |
| 6M | +5.4% | -10.0% | +15.3% | +7.7% |
| YTD | -2.6% | -30.1% | +27.5% | +11.7% |
| 1Y | +1.9% | -31.3% | +33.2% | +17.4% |
| 3Y | +97.0% | +30.8% | +66.1% | +59.4% |
| 5Y | +97.6% | -35.9% | +133.6% | +125.0% |
| All | +444.1% | +102.8% | +341.3% | +299.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling