+607.1%
MS vs TRMB
+105.7%
+501.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -1.6% | -16.7% | +15.1% | +5.9% |
| 30D | -3.8% | -9.9% | +6.1% | -0.5% |
| 3M | -14.6% | -7.6% | -7.0% | -13.3% |
| 6M | -5.1% | -14.7% | +9.6% | -0.6% |
| YTD | +4.5% | -30.9% | +35.5% | +21.2% |
| 1Y | +13.5% | -31.3% | +44.9% | +31.9% |
| 3Y | +160.4% | +29.4% | +131.0% | +116.2% |
| 5Y | +112.9% | -37.4% | +150.2% | +145.8% |
| All | +607.1% | +105.7% | +501.4% | +330.7% |
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