-59.4%
NKE vs TRMB
+10.8%
-70.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -5.5% | -5.4% | -0.1% | -3.7% |
| 30D | -10.4% | -2.0% | -8.5% | -9.8% |
| 3M | -15.8% | +12.3% | -28.1% | -19.2% |
| 6M | -33.4% | -17.6% | -15.8% | -29.4% |
| YTD | -41.0% | -27.5% | -13.5% | -34.9% |
| 1Y | -49.1% | -29.1% | -20.0% | -43.6% |
| All | -59.4% | +10.8% | -70.3% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling