+53.8%
NDAQ vs TRMB
-37.5%
+91.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -2.6% | -0.3% | -2.3% | -2.4% |
| 30D | +0.5% | -1.2% | +1.7% | +0.8% |
| 3M | +9.9% | +9.6% | +0.3% | +5.8% |
| 6M | +8.2% | -16.1% | +24.3% | +14.7% |
| YTD | -1.5% | -25.0% | +23.5% | +8.6% |
| 1Y | +1.3% | -27.7% | +29.0% | +12.8% |
| 3Y | +92.6% | +15.3% | +77.3% | +76.2% |
| 5Y | +53.8% | -37.4% | +91.2% | +82.9% |
| All | +53.8% | -37.5% | +91.4% | +82.9% |
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 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