-31.0%
TRMB vs M
+36.6%
-67.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +7.6% | -24.9% | -18.1% |
| 7D | -15.7% | +8.3% | -24.0% | -16.6% |
| 30D | -7.8% | +14.2% | -21.9% | -9.7% |
| 3M | -9.3% | -1.1% | -8.2% | -9.2% |
| 6M | -20.8% | +36.6% | -57.4% | -25.1% |
| YTD | -30.8% | +19.8% | -50.5% | -33.3% |
| 1Y | -31.0% | +37.2% | -68.2% | -37.8% |
| All | -31.0% | +36.6% | -67.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling