+84,590.4%
MSFT vs TRMB
+3,168.1%
+81,422.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | -2.4% | +4.1% | -6.5% | -3.1% |
| 30D | -3.8% | -7.0% | +3.2% | -3.1% |
| 3M | +6.4% | -0.9% | +7.3% | +5.9% |
| 6M | +28.8% | -1.2% | +30.0% | +28.0% |
| YTD | +8.8% | -28.7% | +37.6% | +14.6% |
| 1Y | +3.2% | -32.1% | +35.2% | +9.5% |
| 3Y | +44.8% | +33.4% | +11.4% | +35.0% |
| 5Y | +61.8% | -35.6% | +97.4% | +70.4% |
| 10Y | +897.9% | +103.8% | +794.2% | +760.0% |
| All | +84,590.4% | +3,168.1% | +81,422.3% | +39,666.5% |
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