+20.0%
ON vs TRMB
-36.0%
+56.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | +12.2% | +2.8% | +9.4% | +10.2% |
| 30D | -3.1% | -5.9% | +2.7% | -1.1% |
| 3M | -12.9% | -3.3% | -9.6% | -13.1% |
| 6M | -38.6% | +1.3% | -39.9% | -42.2% |
| YTD | +31.2% | -29.0% | +60.2% | +61.6% |
| 1Y | +47.6% | -27.8% | +75.4% | +78.9% |
| 3Y | +6.6% | +36.3% | -29.7% | -25.8% |
| All | +20.0% | -36.0% | +56.1% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling