+117.5%
TRMB vs M
-6.4%
+123.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.6% |
| 7D | -0.3% | +2.4% | -2.6% | -0.8% |
| 30D | -1.2% | -11.6% | +10.4% | +1.4% |
| 3M | +9.6% | +1.6% | +8.0% | +8.8% |
| 6M | -16.1% | +25.2% | -41.3% | -20.7% |
| YTD | -25.0% | +3.8% | -28.7% | -26.5% |
| 1Y | -27.7% | +36.3% | -64.0% | -33.4% |
| 3Y | +15.3% | +116.3% | -101.0% | -7.7% |
| 5Y | -37.4% | +28.2% | -65.6% | -46.4% |
| 10Y | +117.5% | -3.4% | +120.9% | +58.9% |
| All | +117.5% | -6.4% | +123.8% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling