+16.5%
ORCL vs TRMB
+36.0%
-19.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.7% | +7.1% |
| 7D | +3.8% | +4.1% | -0.4% | +1.7% |
| 30D | -6.6% | -5.1% | -1.5% | -5.4% |
| 3M | -11.4% | -2.6% | -8.8% | -11.9% |
| 6M | -33.3% | -2.7% | -30.6% | -33.7% |
| YTD | -33.3% | -27.9% | -5.3% | -21.4% |
| 1Y | -44.9% | -29.0% | -15.9% | -34.7% |
| All | +16.5% | +36.0% | -19.5% | +0.3% |
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