-57.4%
MUZ vs TRMB
+5.3%
-62.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +3.2% | -27.0% | -24.3% |
| 7D | -17.7% | +4.1% | -21.8% | -18.4% |
| 30D | +14.5% | -5.1% | +19.5% | +4.6% |
| 3M | -25.7% | -2.6% | -23.1% | -35.6% |
| All | -57.4% | +5.3% | -62.7% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling