+98.9%
TRMB vs CAPR
-64.9%
+163.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.4% | -8.4% | +0.9% |
| 7D | -17.0% | +36.0% | -53.0% | -17.4% |
| 30D | -9.0% | +25.8% | -34.8% | -9.4% |
| 3M | -8.1% | +140.8% | -148.9% | -9.7% |
| 6M | -10.1% | -67.6% | +57.5% | -9.6% |
| YTD | -30.2% | -65.9% | +35.7% | -30.0% |
| 1Y | -30.7% | +66.1% | -96.8% | -35.0% |
| 3Y | +32.6% | +256.9% | -224.3% | +17.9% |
| 5Y | -38.1% | +172.1% | -210.2% | -45.4% |
| 10Y | +98.9% | -64.7% | +163.6% | +67.2% |
| All | +98.9% | -64.9% | +163.9% | +67.2% |
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