+365.6%
NDAQ vs TRMB
+118.7%
+246.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.0% |
| 7D | -6.8% | -5.4% | -1.4% | -5.0% |
| 30D | -3.2% | -2.0% | -1.2% | -2.6% |
| 3M | +6.5% | +12.3% | -5.9% | +2.3% |
| 6M | +5.7% | -17.6% | +23.4% | +12.0% |
| YTD | -4.6% | -27.5% | +22.8% | +5.1% |
| 1Y | -1.6% | -29.1% | +27.5% | +9.0% |
| 3Y | +86.4% | +11.5% | +74.9% | +75.1% |
| 5Y | +50.3% | -39.5% | +89.8% | +66.6% |
| All | +365.6% | +118.7% | +246.9% | +258.5% |
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 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