-36.3%
TRMB vs CAPR
+172.3%
-208.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | -0.3% |
| 7D | +2.8% | +5.9% | -3.1% | +2.7% |
| 30D | -5.9% | +44.6% | -50.5% | -6.2% |
| 3M | -3.3% | +126.4% | -129.7% | -4.3% |
| 6M | +1.3% | -68.6% | +69.9% | +1.7% |
| YTD | -29.0% | -67.0% | +38.0% | -28.9% |
| 1Y | -27.8% | +65.2% | -92.9% | -30.9% |
| 3Y | +36.3% | +235.6% | -199.3% | +13.3% |
| All | -36.3% | +172.3% | -208.6% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling