+113.6%
TRMB vs GAP
+27.6%
+86.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -5.4% | -6.3% | +0.9% | -4.0% |
| 30D | -2.0% | -0.2% | -1.7% | -2.2% |
| 3M | +12.3% | 0.0% | +12.3% | +11.7% |
| 6M | -17.6% | -8.1% | -9.5% | -17.1% |
| YTD | -27.5% | -16.5% | -11.0% | -25.8% |
| 1Y | -29.1% | -10.5% | -18.6% | -28.9% |
| 3Y | +11.5% | +104.0% | -92.5% | -15.1% |
| 5Y | -39.5% | +6.8% | -46.2% | -49.3% |
| All | +113.6% | +27.6% | +86.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling