+117.5%
TRMB vs COO
+43.7%
+73.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | +0.3% |
| 7D | -0.3% | -2.3% | +2.0% | +1.0% |
| 30D | -1.2% | -8.8% | +7.6% | +3.7% |
| 3M | +9.6% | +1.3% | +8.3% | +8.6% |
| 6M | -16.1% | -11.6% | -4.6% | -11.0% |
| YTD | -25.0% | -17.4% | -7.6% | -17.5% |
| 1Y | -27.7% | -1.6% | -26.1% | -28.1% |
| 3Y | +15.3% | -22.6% | +37.9% | +24.1% |
| 5Y | -37.4% | -40.3% | +2.9% | -22.6% |
| 10Y | +117.5% | +45.2% | +72.3% | +70.3% |
| All | +117.5% | +43.7% | +73.7% | +70.3% |
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