+3,062.2%
TRMB vs COO
+4,269.9%
-1,207.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | +0.8% |
| 7D | -17.0% | +4.3% | -21.2% | -17.5% |
| 30D | -9.0% | +17.6% | -26.6% | -10.9% |
| 3M | -8.1% | -13.9% | +5.8% | -6.8% |
| 6M | -10.1% | +6.6% | -16.6% | -11.1% |
| YTD | -30.2% | -22.0% | -8.2% | -28.5% |
| 1Y | -30.7% | -8.8% | -21.9% | -30.2% |
| 3Y | +32.6% | -21.5% | +54.1% | +35.1% |
| 5Y | -38.1% | -41.0% | +2.9% | -35.0% |
| 10Y | +98.9% | +40.9% | +58.0% | +93.3% |
| All | +3,062.2% | +4,269.9% | -1,207.7% | +2,183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling