+98.3%
TRMB vs CAPR
-59.6%
+158.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +26.5% | -23.3% | +2.8% |
| 7D | +4.1% | +25.8% | -21.7% | +3.7% |
| 30D | -5.1% | +50.2% | -55.3% | -5.8% |
| 3M | -2.6% | +185.5% | -188.1% | -4.6% |
| 6M | -2.7% | -64.8% | +62.1% | -2.4% |
| YTD | -27.9% | -61.1% | +33.2% | -27.9% |
| 1Y | -29.0% | +81.0% | -110.0% | -33.4% |
| 3Y | +35.0% | +300.7% | -265.8% | +19.9% |
| 5Y | -33.9% | +223.3% | -257.2% | -41.8% |
| All | +98.3% | -59.6% | +158.0% | +67.3% |
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