+591.8%
ON vs TRMB
+113.5%
+478.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.7% |
| 7D | -1.9% | -2.9% | +1.0% | +0.4% |
| 30D | -11.0% | -1.8% | -9.3% | -10.5% |
| 3M | -39.3% | +8.4% | -47.7% | -44.7% |
| 6M | +19.8% | -18.5% | +38.4% | +36.1% |
| YTD | +31.1% | -26.7% | +57.8% | +60.6% |
| 1Y | +46.0% | -28.3% | +74.3% | +81.7% |
| 3Y | -27.5% | +12.6% | -40.1% | -39.8% |
| 5Y | +56.9% | -38.7% | +95.6% | +117.5% |
| 10Y | +591.8% | +120.8% | +471.0% | +261.4% |
| All | +591.8% | +113.5% | +478.3% | +261.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling