+553.7%
MS vs TRMB
+96.4%
+457.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | -16.6% | +17.3% | +8.4% |
| 30D | -0.7% | -8.9% | +8.2% | +2.1% |
| 3M | -12.4% | -6.3% | -6.1% | -11.6% |
| 6M | -1.7% | -10.0% | +8.2% | +0.2% |
| YTD | +8.0% | -30.1% | +38.2% | +24.6% |
| 1Y | +16.2% | -31.3% | +47.5% | +35.0% |
| 3Y | +171.3% | +30.8% | +140.5% | +124.3% |
| 5Y | +124.8% | -35.9% | +160.7% | +156.7% |
| 10Y | +553.7% | +101.7% | +451.9% | +312.9% |
| All | +553.7% | +96.4% | +457.2% | +312.9% |
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 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