+2,466.2%
MMM vs TRMB
+3,381.2%
-915.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | -3.3% | -2.5% | -0.8% | -3.0% |
| 30D | -7.0% | +1.5% | -8.5% | -7.2% |
| 3M | +10.8% | +6.8% | +4.1% | +9.7% |
| 6M | +5.8% | -14.9% | +20.7% | +7.6% |
| YTD | +6.8% | -24.1% | +30.9% | +10.2% |
| 1Y | +10.4% | -25.4% | +35.8% | +14.1% |
| 3Y | +104.7% | +8.0% | +96.7% | +101.4% |
| 5Y | +23.6% | -37.3% | +60.9% | +28.6% |
| 10Y | +54.1% | +116.8% | -62.7% | +38.4% |
| All | +2,466.2% | +3,381.2% | -915.0% | +1,678.4% |
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