+80,817.4%
MSFT vs TRMB
+3,381.2%
+77,436.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -2.7% | -2.5% | -0.2% | -2.2% |
| 30D | +2.7% | +1.5% | +1.2% | +2.4% |
| 3M | +17.0% | +6.8% | +10.2% | +15.4% |
| 6M | +23.8% | -14.9% | +38.8% | +27.2% |
| YTD | +4.0% | -24.1% | +28.1% | +9.0% |
| 1Y | -0.8% | -25.4% | +24.6% | +4.1% |
| 3Y | +55.6% | +8.0% | +47.6% | +51.0% |
| 5Y | +72.9% | -37.3% | +110.2% | +83.9% |
| 10Y | +875.8% | +116.8% | +759.0% | +736.6% |
| All | +80,817.4% | +3,381.2% | +77,436.2% | +37,713.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling