-45.5%
MUZ vs TRMB
+2.0%
-47.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.1% | -13.8% | -13.0% |
| 7D | +14.0% | -17.0% | +30.9% | +19.9% |
| 30D | +57.6% | -9.0% | +66.6% | +46.8% |
| 3M | -3.1% | -8.1% | +5.0% | -11.4% |
| All | -45.5% | +2.0% | -47.5% | -59.6% |
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