+425.7%
META vs TRMB
+105.8%
+319.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.1% | +4.6% |
| 7D | +5.7% | -17.0% | +22.7% | +13.8% |
| 30D | -10.8% | -9.0% | -1.8% | -8.2% |
| 3M | +8.4% | -8.1% | +16.5% | +10.5% |
| 6M | +5.4% | -10.1% | +15.5% | +7.8% |
| YTD | -2.6% | -30.2% | +27.6% | +11.7% |
| 1Y | +3.5% | -30.7% | +34.2% | +18.7% |
| 3Y | +102.0% | +32.6% | +69.4% | +62.4% |
| 5Y | +93.1% | -38.1% | +131.2% | +123.1% |
| 10Y | +425.7% | +98.9% | +326.8% | +283.5% |
| All | +425.7% | +105.8% | +319.9% | +283.5% |
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