+29.4%
NDAQ vs TRMB
-31.2%
+60.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -17.3% | +19.9% | +7.1% |
| 7D | +3.9% | -15.7% | +19.6% | +7.7% |
| 30D | +19.0% | -7.8% | +26.7% | +19.3% |
| 3M | +17.6% | -9.3% | +26.9% | +18.4% |
| 6M | +21.0% | -20.8% | +41.8% | +27.2% |
| YTD | +14.1% | -30.8% | +44.8% | +23.4% |
| 1Y | +29.4% | -31.0% | +60.4% | +40.0% |
| All | +29.4% | -31.2% | +60.7% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling