+98.3%
TRMB vs M
-6.5%
+104.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.4% |
| 7D | +4.1% | -3.3% | +7.4% | +4.7% |
| 30D | -5.1% | +8.1% | -13.2% | -7.2% |
| 3M | -2.6% | +2.2% | -4.8% | -3.8% |
| 6M | -2.7% | +35.1% | -37.8% | -9.9% |
| YTD | -27.9% | +15.8% | -43.7% | -31.5% |
| 1Y | -29.0% | +25.8% | -54.9% | -33.8% |
| 3Y | +35.0% | +156.2% | -121.3% | +3.6% |
| 5Y | -33.9% | -2.4% | -31.5% | -40.8% |
| All | +98.3% | -6.5% | +104.8% | +46.4% |
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