+29,188.2%
NVO vs TRMB
+3,260.0%
+25,928.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | -4.7% | -2.9% | -1.8% | -4.5% |
| 30D | -5.4% | -1.8% | -3.7% | -5.3% |
| 3M | +7.0% | +8.4% | -1.4% | +6.1% |
| 6M | +17.6% | -18.5% | +36.1% | +19.6% |
| YTD | -8.0% | -26.7% | +18.7% | -5.5% |
| 1Y | -13.8% | -28.3% | +14.5% | -11.4% |
| 3Y | -50.3% | +12.6% | -62.8% | -51.1% |
| 5Y | +0.7% | -38.7% | +39.4% | +3.4% |
| 10Y | +155.6% | +120.8% | +34.8% | +133.0% |
| All | +29,188.2% | +3,260.0% | +25,928.2% | +21,874.0% |
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 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