+2,632.1%
NDAQ vs TRMB
+2,061.2%
+570.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.9% |
| 3M | +14.0% | -0.9% | +14.9% | +13.1% |
| 6M | +22.3% | -1.2% | +23.5% | +21.2% |
| YTD | +13.0% | -28.7% | +41.7% | +23.8% |
| 1Y | +24.0% | -32.1% | +56.1% | +37.8% |
| 3Y | +117.1% | +33.4% | +83.7% | +91.7% |
| 5Y | +67.5% | -35.6% | +103.1% | +81.4% |
| 10Y | +474.3% | +103.8% | +370.5% | +308.7% |
| All | +2,632.1% | +2,061.2% | +570.9% | +1,303.7% |
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