+31.9%
NVDL vs TRMB
-17.1%
+49.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.6% |
| 7D | -0.8% | -2.9% | +2.1% | -0.5% |
| 30D | +3.4% | -1.8% | +5.2% | +4.0% |
| 3M | +8.1% | +8.4% | -0.3% | +9.1% |
| 6M | +31.9% | -18.5% | +50.4% | +46.8% |
| All | +31.9% | -17.1% | +49.0% | +46.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling