+730.1%
NVT vs TRMB
+55.2%
+674.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -1.1% |
| 7D | +7.0% | -2.9% | +9.9% | +8.8% |
| 30D | -2.3% | -1.8% | -0.6% | -1.9% |
| 3M | -3.1% | +8.4% | -11.5% | -9.6% |
| 6M | +47.0% | -18.5% | +65.6% | +61.9% |
| YTD | +56.2% | -26.7% | +82.9% | +81.7% |
| 1Y | +74.5% | -28.3% | +102.8% | +105.7% |
| 3Y | +184.0% | +12.6% | +171.4% | +150.6% |
| 5Y | +410.8% | -38.7% | +449.5% | +535.9% |
| All | +730.1% | +55.2% | +674.9% | +405.1% |
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