+86.4%
META vs TRMB
-36.0%
+122.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | +5.2% | +2.8% | +2.3% | +3.7% |
| 30D | -13.0% | -5.9% | -7.1% | -12.1% |
| 3M | +7.9% | -3.3% | +11.2% | +7.0% |
| 6M | +4.2% | +1.3% | +2.9% | -0.1% |
| YTD | -2.5% | -29.0% | +26.4% | +12.8% |
| 1Y | +5.6% | -27.8% | +33.3% | +20.8% |
| 3Y | +96.8% | +36.3% | +60.5% | +42.1% |
| All | +86.4% | -36.0% | +122.4% | +130.0% |
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