+10.6%
TMO vs TRMB
-39.0%
+49.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | -0.6% | -3.0% | +2.4% | +0.5% |
| 30D | +1.1% | +2.3% | -1.2% | +0.2% |
| 3M | +28.3% | +15.3% | +13.0% | +20.8% |
| 6M | +23.3% | -14.7% | +38.0% | +30.2% |
| YTD | +5.5% | -26.4% | +31.9% | +17.7% |
| 1Y | +24.5% | -30.4% | +55.0% | +41.6% |
| 3Y | +19.6% | +13.5% | +6.0% | +7.8% |
| All | +10.6% | -39.0% | +49.6% | +22.7% |
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