-37.4%
TRMB vs COO
-39.5%
+2.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | +0.2% |
| 7D | -0.3% | -2.3% | +2.0% | +0.9% |
| 30D | -1.2% | -8.8% | +7.6% | +3.3% |
| 3M | +9.6% | +1.3% | +8.3% | +8.7% |
| 6M | -16.1% | -11.6% | -4.6% | -11.2% |
| YTD | -25.0% | -17.4% | -7.6% | -17.9% |
| 1Y | -27.7% | -1.6% | -26.1% | -27.9% |
| 3Y | +15.3% | -22.6% | +37.9% | +22.8% |
| 5Y | -37.4% | -40.3% | +2.9% | -22.3% |
| All | -37.4% | -39.5% | +2.1% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling