+50.6%
MSFT vs TRMB
+28.3%
+22.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +1.7% | -16.7% | +18.3% | +5.5% |
| 30D | +0.2% | -9.9% | +10.1% | +1.3% |
| 3M | +6.4% | -7.6% | +13.9% | +6.5% |
| 6M | +28.7% | -14.7% | +43.4% | +31.6% |
| YTD | +10.4% | -30.9% | +41.4% | +19.9% |
| 1Y | +7.6% | -31.3% | +39.0% | +16.8% |
| All | +50.6% | +28.3% | +22.3% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling