+209.9%
ON vs TRMB
+1,041.8%
-831.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +2.4% | -2.5% | +5.0% | +3.7% |
| 30D | -3.3% | +1.5% | -4.8% | -4.4% |
| 3M | -43.6% | +6.8% | -50.3% | -46.1% |
| 6M | +19.0% | -14.9% | +33.9% | +26.2% |
| YTD | +37.4% | -24.1% | +61.5% | +53.3% |
| 1Y | +54.8% | -25.4% | +80.2% | +74.3% |
| 3Y | -25.2% | +8.0% | -33.2% | -29.7% |
| 5Y | +62.7% | -37.3% | +100.0% | +101.6% |
| 10Y | +574.3% | +116.8% | +457.5% | +392.1% |
| All | +209.9% | +1,041.8% | -831.9% | -19.1% |
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