+53,560.1%
ORLY vs TRMB
+4,205.0%
+49,355.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.6% |
| 7D | -1.0% | -2.9% | +1.9% | -0.6% |
| 30D | -6.7% | -1.8% | -4.9% | -6.5% |
| 3M | -3.8% | +8.4% | -12.2% | -5.0% |
| 6M | -9.0% | -18.5% | +9.5% | -6.5% |
| YTD | -5.6% | -26.7% | +21.1% | -1.7% |
| 1Y | -19.5% | -28.3% | +8.8% | -16.1% |
| 3Y | +34.7% | +12.6% | +22.1% | +29.8% |
| 5Y | +118.0% | -38.7% | +156.8% | +126.7% |
| 10Y | +364.1% | +120.8% | +243.3% | +295.0% |
| All | +53,560.1% | +4,205.0% | +49,355.1% | +31,845.6% |
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 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