+335.5%
TRMB vs CAPR
-99.1%
+434.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -2.5% | -2.0% | -0.5% | -2.5% |
| 30D | +1.5% | +139.2% | -137.7% | +0.1% |
| 3M | +6.8% | -66.4% | +73.1% | +7.3% |
| 6M | -14.9% | -63.1% | +48.2% | -14.7% |
| YTD | -24.1% | -67.4% | +43.3% | -23.8% |
| 1Y | -25.4% | +58.2% | -83.6% | -29.2% |
| 3Y | +8.0% | +42.2% | -34.2% | +0.5% |
| 5Y | -37.3% | +87.3% | -124.6% | -42.4% |
| 10Y | +116.8% | -75.3% | +192.1% | +91.6% |
| All | +335.5% | -99.1% | +434.6% | +266.4% |
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