+3,776.1%
NKE vs TRMB
+3,340.8%
+435.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -7.7% | -1.2% | -6.4% | -7.5% |
| 3M | -10.9% | +9.6% | -20.5% | -12.2% |
| 6M | -31.9% | -16.1% | -15.7% | -30.3% |
| YTD | -38.6% | -25.0% | -13.6% | -36.2% |
| 1Y | -46.9% | -27.7% | -19.2% | -44.7% |
| 3Y | -58.2% | +15.3% | -73.5% | -59.4% |
| 5Y | -74.0% | -37.4% | -36.6% | -72.7% |
| 10Y | -21.6% | +117.5% | -139.0% | -29.4% |
| All | +3,776.1% | +3,340.8% | +435.4% | +2,357.6% |
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