+3,339.2%
TRMB vs COO
+4,656.8%
-1,317.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.9% |
| 7D | -2.5% | -2.2% | -0.3% | -2.3% |
| 30D | +1.5% | -7.0% | +8.5% | +2.4% |
| 3M | +6.8% | +12.2% | -5.4% | +5.3% |
| 6M | -14.9% | -15.1% | +0.2% | -13.4% |
| YTD | -24.1% | -15.1% | -9.0% | -22.7% |
| 1Y | -25.4% | +2.3% | -27.7% | -25.7% |
| 3Y | +8.0% | -23.7% | +31.7% | +10.7% |
| 5Y | -37.3% | -38.9% | +1.6% | -34.2% |
| 10Y | +116.8% | +49.9% | +66.9% | +109.8% |
| All | +3,339.2% | +4,656.8% | -1,317.6% | +2,367.4% |
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