+29.4%
TRMB vs COO
-25.3%
+54.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.4% |
| 7D | -16.7% | +4.7% | -21.4% | -18.2% |
| 30D | -9.9% | +13.9% | -23.8% | -14.0% |
| 3M | -7.6% | -14.9% | +7.4% | -3.2% |
| 6M | -14.7% | +2.0% | -16.7% | -16.3% |
| YTD | -30.9% | -23.9% | -7.0% | -24.9% |
| 1Y | -31.3% | -9.6% | -21.7% | -29.6% |
| 3Y | +29.4% | -25.4% | +54.9% | +30.9% |
| All | +29.4% | -25.3% | +54.8% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling