-27.4%
ON vs TRMB
+13.0%
-40.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -3.8% |
| 7D | -2.2% | -0.3% | -1.9% | -2.0% |
| 30D | -12.4% | -1.2% | -11.2% | -12.2% |
| 3M | -41.2% | +9.6% | -50.8% | -45.4% |
| 6M | +25.0% | -16.1% | +41.1% | +38.0% |
| YTD | +31.3% | -25.0% | +56.2% | +56.0% |
| 1Y | +45.4% | -27.7% | +73.1% | +77.3% |
| 3Y | -27.4% | +15.3% | -42.7% | -34.3% |
| All | -27.4% | +13.0% | -40.4% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling