-24.0%
NKE vs TRMB
+121.9%
-145.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | -0.1% |
| 7D | -4.2% | -3.0% | -1.1% | -2.9% |
| 30D | -8.2% | +2.3% | -10.5% | -9.1% |
| 3M | -19.1% | +15.3% | -34.4% | -24.0% |
| 6M | -32.6% | -14.7% | -17.9% | -28.6% |
| YTD | -40.7% | -26.4% | -14.3% | -33.3% |
| 1Y | -48.9% | -30.4% | -18.5% | -41.4% |
| 3Y | -59.2% | +13.5% | -72.8% | -63.4% |
| 5Y | -75.3% | -38.6% | -36.8% | -71.8% |
| All | -24.0% | +121.9% | -145.9% | -45.8% |
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 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