+479.7%
NDAQ vs TRMB
+109.2%
+370.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.3% |
| 7D | 0.0% | +4.1% | -4.1% | -1.3% |
| 30D | +16.3% | -5.1% | +21.4% | +17.2% |
| 3M | +15.8% | -2.6% | +18.4% | +15.5% |
| 6M | +24.8% | -2.7% | +27.5% | +24.1% |
| YTD | +14.1% | -27.9% | +42.0% | +24.7% |
| 1Y | +26.5% | -29.0% | +55.6% | +38.8% |
| 3Y | +119.1% | +35.0% | +84.2% | +92.1% |
| 5Y | +70.9% | -33.9% | +104.8% | +83.0% |
| 10Y | +479.7% | +106.1% | +373.6% | +358.9% |
| All | +479.7% | +109.2% | +370.5% | +358.9% |
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 · 6 months rolling