+29.5%
ORCL vs TRMB
-38.8%
+68.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.4% |
| 7D | -17.5% | -17.9% | +0.4% | -10.8% |
| 30D | -20.2% | -12.0% | -8.2% | -16.4% |
| 3M | -19.9% | -8.4% | -11.5% | -17.9% |
| 6M | -37.4% | -21.5% | -15.9% | -31.5% |
| YTD | -40.1% | -31.5% | -8.6% | -30.3% |
| 1Y | -53.4% | -33.4% | -20.0% | -45.1% |
| 3Y | +10.4% | +26.5% | -16.1% | +1.2% |
| All | +29.5% | -38.8% | +68.3% | +47.8% |
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