+71.4%
MSFT vs TRMB
-37.5%
+109.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -1.0% | -1.2% | +0.2% | -0.6% |
| 3M | +20.2% | +9.6% | +10.6% | +15.1% |
| 6M | +21.3% | -16.1% | +37.4% | +29.5% |
| YTD | +2.8% | -25.0% | +27.8% | +14.7% |
| 1Y | 0.0% | -27.7% | +27.7% | +12.6% |
| 3Y | +51.2% | +15.3% | +35.9% | +32.6% |
| 5Y | +71.4% | -37.4% | +108.8% | +112.4% |
| All | +71.4% | -37.5% | +109.0% | +112.4% |
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