+96.3%
NDAQ vs TRMB
+14.4%
+81.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.5% |
| 7D | -2.4% | -2.5% | +0.1% | -1.6% |
| 30D | +2.5% | +1.5% | +0.9% | +1.8% |
| 3M | +9.9% | +6.8% | +3.2% | +7.0% |
| 6M | +9.4% | -14.9% | +24.4% | +14.9% |
| YTD | +0.4% | -24.1% | +24.5% | +9.3% |
| 1Y | +4.0% | -25.4% | +29.4% | +13.5% |
| All | +96.3% | +14.4% | +81.9% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling