+915.1%
MSFT vs TRMB
+102.3%
+812.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.3% | +2.8% | -4.1% | -2.4% |
| 30D | -1.8% | -5.9% | +4.0% | -1.2% |
| 3M | +5.6% | -3.3% | +8.9% | +5.0% |
| 6M | +29.8% | +1.3% | +28.5% | +26.1% |
| YTD | +9.0% | -29.0% | +38.0% | +22.1% |
| 1Y | +4.9% | -27.8% | +32.7% | +16.4% |
| 3Y | +46.2% | +36.3% | +9.9% | +19.1% |
| 5Y | +62.1% | -35.8% | +97.9% | +79.4% |
| All | +915.1% | +102.3% | +812.8% | +614.7% |
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