-39.7%
ORCL vs TRMB
-22.5%
-17.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -11.2% | -16.7% | +5.5% | -6.9% |
| 30D | -18.8% | -9.9% | -8.9% | -17.7% |
| 3M | -18.8% | -7.6% | -11.2% | -18.4% |
| 6M | -39.7% | -14.7% | -25.1% | -21.1% |
| All | -39.7% | -22.5% | -17.3% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling