+95.4%
TRMB vs COO
+41.1%
+54.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.7% |
| 7D | +2.8% | +0.5% | +2.4% | +2.6% |
| 30D | -5.9% | +14.2% | -20.0% | -12.9% |
| 3M | -3.3% | -18.2% | +14.9% | +5.6% |
| 6M | +1.3% | +5.3% | -4.0% | -4.2% |
| YTD | -29.0% | -23.6% | -5.4% | -20.1% |
| 1Y | -27.8% | -12.7% | -15.1% | -24.6% |
| 3Y | +36.3% | -24.2% | +60.5% | +45.2% |
| 5Y | -35.8% | -40.0% | +4.2% | -22.5% |
| All | +95.4% | +41.1% | +54.3% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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