-99.1%
NVD vs TRMB
+7.2%
-106.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.4% | +3.6% |
| 7D | +9.0% | -5.4% | +14.5% | +3.9% |
| 30D | -5.5% | -2.0% | -3.5% | -6.8% |
| 3M | -24.6% | +12.3% | -37.0% | -16.5% |
| 6M | -42.1% | -17.6% | -24.5% | -52.3% |
| YTD | -44.3% | -27.5% | -16.9% | -59.5% |
| 1Y | -54.2% | -29.1% | -25.1% | -66.9% |
| 3Y | -99.1% | +11.5% | -110.6% | -98.9% |
| All | -99.1% | +7.2% | -106.4% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling