+55.3%
ON vs TRMB
-28.6%
+83.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +8.2% |
| 7D | +2.4% | -3.0% | +5.4% | +3.1% |
| 30D | -8.6% | +2.3% | -10.9% | -9.2% |
| 3M | -34.3% | +15.3% | -49.7% | -38.0% |
| 6M | +28.5% | -14.7% | +43.2% | +38.9% |
| YTD | +40.6% | -26.4% | +67.0% | +67.1% |
| 1Y | +55.3% | -30.4% | +85.7% | +88.7% |
| All | +55.3% | -28.6% | +83.9% | +88.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling