+2,327.9%
NDAQ vs TRMB
+2,202.1%
+125.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 6M | +9.4% | -14.9% | +24.4% | +14.5% |
| YTD | +0.4% | -24.1% | +24.5% | +8.8% |
| 1Y | +4.0% | -25.4% | +29.4% | +13.1% |
| 3Y | +94.4% | +8.0% | +86.4% | +84.4% |
| 5Y | +56.7% | -37.3% | +94.0% | +72.5% |
| 10Y | +375.3% | +116.8% | +258.5% | +234.1% |
| All | +2,327.9% | +2,202.1% | +125.8% | +1,134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling