+1,527.5%
META vs TRMB
+152.7%
+1,374.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +6.7% | -2.5% | +9.2% | +7.8% |
| 30D | +4.8% | +1.5% | +3.2% | +4.0% |
| 3M | -1.6% | +6.8% | -8.4% | -4.5% |
| 6M | -7.5% | -14.9% | +7.5% | -2.2% |
| YTD | -6.4% | -24.1% | +17.7% | +3.0% |
| 1Y | -17.3% | -25.4% | +8.0% | -8.7% |
| 3Y | +109.9% | +8.0% | +101.9% | +94.8% |
| 5Y | +65.4% | -37.3% | +102.7% | +86.9% |
| 10Y | +391.8% | +116.8% | +275.0% | +274.2% |
| All | +1,527.5% | +152.7% | +1,374.8% | +1,139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling