+2,658.0%
NDAQ vs TRMB
+2,086.3%
+571.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.3% |
| 7D | 0.0% | +4.1% | -4.1% | -1.3% |
| 30D | +16.3% | -5.1% | +21.4% | +17.2% |
| 3M | +15.8% | -2.6% | +18.4% | +15.6% |
| 6M | +24.8% | -2.7% | +27.5% | +24.3% |
| YTD | +14.1% | -27.9% | +42.0% | +24.5% |
| 1Y | +26.5% | -29.0% | +55.6% | +38.6% |
| 3Y | +119.1% | +35.0% | +84.2% | +92.8% |
| 5Y | +70.9% | -33.9% | +104.8% | +83.6% |
| 10Y | +479.7% | +106.1% | +373.6% | +311.0% |
| All | +2,658.0% | +2,086.3% | +571.6% | +1,311.8% |
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 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