+298.8%
TMUS vs TRMB
+301.7%
-2.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | +0.8% |
| 7D | +8.2% | +4.1% | +4.1% | +6.7% |
| 30D | +13.4% | -5.1% | +18.4% | +14.2% |
| 3M | -3.0% | -2.6% | -0.5% | -3.4% |
| 6M | -8.8% | -2.7% | -6.1% | -9.5% |
| YTD | -13.8% | -27.9% | +14.1% | -6.4% |
| 1Y | -17.1% | -29.0% | +12.0% | -9.7% |
| 3Y | +22.7% | +35.0% | -12.3% | +2.6% |
| 5Y | +52.8% | -33.9% | +86.7% | +59.0% |
| 10Y | +244.6% | +106.1% | +138.5% | +114.2% |
| All | +298.8% | +301.7% | -2.9% | +68.4% |
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