+45,209.3%
ORCL vs TRMB
+3,381.2%
+41,828.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +5.3% | -2.5% | +7.8% | +5.9% |
| 30D | +10.0% | +1.5% | +8.4% | +9.5% |
| 3M | -32.6% | +6.8% | -39.4% | -33.8% |
| 6M | +4.9% | -14.9% | +19.9% | +8.7% |
| YTD | -17.8% | -24.1% | +6.3% | -12.4% |
| 1Y | -28.0% | -25.4% | -2.6% | -23.1% |
| 3Y | +36.0% | +8.0% | +28.0% | +32.8% |
| 5Y | +88.7% | -37.3% | +126.0% | +105.3% |
| 10Y | +346.9% | +116.8% | +230.1% | +254.9% |
| All | +45,209.3% | +3,381.2% | +41,828.1% | +13,678.3% |
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 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