+207.2%
ON vs TRMB
+971.9%
-764.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +17.0% | +4.1% | +12.9% | +14.8% |
| 30D | -3.9% | -7.0% | +3.1% | -1.4% |
| 3M | -11.5% | -0.9% | -10.6% | -12.3% |
| 6M | -29.2% | -1.2% | -28.0% | -30.7% |
| YTD | +36.2% | -28.7% | +64.9% | +55.2% |
| 1Y | +49.6% | -32.1% | +81.7% | +74.5% |
| 3Y | +9.4% | +33.4% | -24.0% | -7.1% |
| 5Y | +25.8% | -35.6% | +61.4% | +52.9% |
| 10Y | +557.1% | +103.8% | +453.4% | +390.3% |
| All | +207.2% | +971.9% | -764.7% | -18.1% |
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