+279.2%
ORCL vs TRMB
+105.4%
+173.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.7% | +7.7% |
| 7D | +3.8% | +4.1% | -0.4% | +2.4% |
| 30D | -6.6% | -5.1% | -1.5% | -5.4% |
| 3M | -11.4% | -2.6% | -8.8% | -11.3% |
| 6M | -33.3% | -2.7% | -30.6% | -33.3% |
| YTD | -33.3% | -27.9% | -5.3% | -25.8% |
| 1Y | -44.9% | -29.0% | -15.9% | -38.5% |
| 3Y | +17.6% | +35.0% | -17.3% | +6.6% |
| 5Y | +46.1% | -33.9% | +80.0% | +59.9% |
| All | +279.2% | +105.4% | +173.8% | +200.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling