+85,822.7%
MSFT vs TRMB
+3,067.4%
+82,755.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +1.7% | -16.7% | +18.3% | +4.5% |
| 30D | +0.2% | -9.9% | +10.1% | +1.4% |
| 3M | +6.4% | -7.6% | +13.9% | +7.2% |
| 6M | +28.7% | -14.7% | +43.4% | +31.4% |
| YTD | +10.4% | -30.9% | +41.4% | +17.0% |
| 1Y | +7.6% | -31.3% | +39.0% | +14.0% |
| 3Y | +52.3% | +29.4% | +22.9% | +42.8% |
| 5Y | +64.5% | -37.4% | +101.9% | +74.1% |
| 10Y | +917.8% | +109.2% | +808.6% | +774.8% |
| All | +85,822.7% | +3,067.4% | +82,755.3% | +40,482.5% |
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