+117.2%
NDAQ vs TRMB
+34.4%
+82.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.6% |
| 7D | +1.7% | +4.1% | -2.4% | +0.4% |
| 30D | +16.2% | -7.0% | +23.2% | +17.5% |
| 3M | +14.0% | -0.9% | +14.9% | +12.4% |
| 6M | +22.3% | -1.2% | +23.5% | +20.2% |
| YTD | +13.0% | -28.7% | +41.7% | +24.0% |
| 1Y | +24.0% | -32.1% | +56.1% | +38.2% |
| All | +117.2% | +34.4% | +82.7% | +102.8% |
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