+5.6%
META vs TRMB
-31.7%
+37.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +5.2% | +2.8% | +2.3% | +4.7% |
| 30D | -13.0% | -5.9% | -7.1% | -13.3% |
| 3M | +7.9% | -3.3% | +11.2% | +6.6% |
| 6M | +4.2% | +1.3% | +2.9% | +1.0% |
| YTD | -2.5% | -29.0% | +26.4% | +5.1% |
| 1Y | +5.6% | -27.8% | +33.3% | +12.3% |
| All | +5.6% | -31.7% | +37.3% | +12.3% |
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