+117.5%
TRMB vs CAPR
-77.1%
+194.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.5% | -1.1% |
| 7D | -0.3% | -9.5% | +9.2% | -0.1% |
| 30D | -1.2% | +121.5% | -122.7% | -2.7% |
| 3M | +9.6% | -65.4% | +75.0% | +10.2% |
| 6M | -16.1% | -67.5% | +51.4% | -15.7% |
| YTD | -25.0% | -68.6% | +43.6% | -24.6% |
| 1Y | -27.7% | +42.7% | -70.4% | -32.0% |
| 3Y | +15.3% | +43.4% | -28.1% | +4.7% |
| 5Y | -37.4% | +86.0% | -123.4% | -44.3% |
| 10Y | +117.5% | -77.4% | +194.9% | +89.0% |
| All | +117.5% | -77.1% | +194.6% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling