+70.9%
NDAQ vs TRMB
-34.2%
+105.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.4% |
| 7D | 0.0% | +4.1% | -4.1% | -1.4% |
| 30D | +16.3% | -5.1% | +21.4% | +17.1% |
| 3M | +15.8% | -2.6% | +18.4% | +15.2% |
| 6M | +24.8% | -2.7% | +27.5% | +23.7% |
| YTD | +14.1% | -27.9% | +42.0% | +25.8% |
| 1Y | +26.5% | -29.0% | +55.6% | +40.1% |
| 3Y | +119.1% | +35.0% | +84.2% | +87.1% |
| 5Y | +70.9% | -33.9% | +104.8% | +93.6% |
| All | +70.9% | -34.2% | +105.1% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling