+1,578.5%
NOK vs TRMB
+3,559.7%
-1,981.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | -1.8% | -2.5% | +0.8% | -1.1% |
| 30D | +4.7% | +1.5% | +3.2% | +4.0% |
| 3M | -39.7% | +6.8% | -46.4% | -41.1% |
| 6M | +23.1% | -14.9% | +38.0% | +27.5% |
| YTD | +55.0% | -24.1% | +79.1% | +65.3% |
| 1Y | +118.0% | -25.4% | +143.4% | +133.1% |
| 3Y | +170.5% | +8.0% | +162.5% | +155.2% |
| 5Y | +84.9% | -37.3% | +122.2% | +100.7% |
| 10Y | +112.0% | +116.8% | -4.8% | +58.3% |
| All | +1,578.5% | +3,559.7% | -1,981.2% | +514.5% |
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