+296.3%
TRMB vs CAPR
-99.1%
+395.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.8% |
| 7D | -16.7% | +41.1% | -57.7% | -17.1% |
| 30D | -9.9% | +11.1% | -21.0% | -10.1% |
| 3M | -7.6% | +115.3% | -122.9% | -8.9% |
| 6M | -14.7% | -73.8% | +59.1% | -14.1% |
| YTD | -30.9% | -68.8% | +37.9% | -30.7% |
| 1Y | -31.3% | +43.3% | -74.7% | -34.8% |
| 3Y | +29.4% | +214.7% | -185.3% | +18.9% |
| 5Y | -37.4% | +141.3% | -178.6% | -42.7% |
| 10Y | +109.2% | -67.0% | +176.2% | +84.2% |
| All | +296.3% | -99.1% | +395.4% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling