+8,198.8%
TMO vs TRMB
+3,260.0%
+4,938.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.8% |
| 7D | -0.5% | -2.9% | +2.4% | 0.0% |
| 30D | +1.0% | -1.8% | +2.8% | +1.3% |
| 3M | +22.7% | +8.4% | +14.3% | +21.0% |
| 6M | +19.0% | -18.5% | +37.5% | +22.7% |
| YTD | +4.7% | -26.7% | +31.5% | +9.7% |
| 1Y | +26.0% | -28.3% | +54.3% | +32.2% |
| 3Y | +18.0% | +12.6% | +5.4% | +14.5% |
| 5Y | +8.0% | -38.7% | +46.7% | +14.2% |
| 10Y | +333.8% | +120.8% | +213.0% | +274.2% |
| All | +8,198.8% | +3,260.0% | +4,938.8% | +4,811.9% |
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