+5,480.8%
TGT vs TRMB
+3,381.2%
+2,099.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +0.8% | -2.5% | +3.3% | +1.1% |
| 30D | +12.2% | +1.5% | +10.7% | +11.9% |
| 3M | +33.8% | +6.8% | +27.0% | +32.4% |
| 6M | +39.3% | -14.9% | +54.2% | +42.2% |
| YTD | +72.9% | -24.1% | +97.0% | +79.1% |
| 1Y | +84.6% | -25.4% | +109.9% | +91.5% |
| 3Y | +46.2% | +8.0% | +38.2% | +43.2% |
| 5Y | -21.3% | -37.3% | +16.0% | -17.5% |
| 10Y | +213.5% | +116.8% | +96.7% | +175.4% |
| All | +5,480.8% | +3,381.2% | +2,099.6% | +2,894.9% |
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