+140.2%
NI vs TRMB
+121.9%
+18.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.3% |
| 7D | 0.0% | -3.0% | +3.1% | +0.6% |
| 30D | -1.4% | +2.3% | -3.7% | -1.9% |
| 3M | -10.6% | +15.3% | -25.9% | -13.1% |
| 6M | -9.3% | -14.7% | +5.4% | -7.2% |
| YTD | +1.1% | -26.4% | +27.5% | +6.2% |
| 1Y | +3.4% | -30.4% | +33.8% | +9.5% |
| 3Y | +67.9% | +13.5% | +54.3% | +59.2% |
| 5Y | +98.0% | -38.6% | +136.5% | +107.2% |
| All | +140.2% | +121.9% | +18.3% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling