-31.3%
TRMB vs CAPR
+81.6%
-112.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +26.5% | -23.3% | +3.2% |
| 7D | +4.1% | +25.8% | -21.7% | +4.1% |
| 30D | -5.1% | +50.2% | -55.3% | -5.0% |
| 3M | -2.6% | +185.5% | -188.1% | -2.5% |
| 6M | -2.7% | -64.8% | +62.1% | -2.6% |
| YTD | -27.9% | -61.1% | +33.2% | -27.9% |
| All | -31.3% | +81.6% | -112.8% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling