+145.1%
MS vs TRMB
-37.2%
+182.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +1.4% | -2.5% | +3.9% | +2.6% |
| 30D | -0.3% | +1.5% | -1.8% | -1.2% |
| 3M | +0.3% | +6.8% | -6.5% | -3.7% |
| 6M | +31.3% | -14.9% | +46.3% | +40.2% |
| YTD | +24.7% | -24.1% | +48.8% | +40.3% |
| 1Y | +47.9% | -25.4% | +73.3% | +67.3% |
| 3Y | +178.3% | +8.0% | +170.3% | +161.3% |
| All | +145.1% | -37.2% | +182.3% | +185.1% |
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