-29.0%
TRMB vs M
+25.7%
-54.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.2% |
| 7D | +4.1% | -3.3% | +7.4% | +4.4% |
| 30D | -5.1% | +8.1% | -13.2% | -6.3% |
| 3M | -2.6% | +2.2% | -4.8% | -3.2% |
| 6M | -2.7% | +35.1% | -37.8% | -7.6% |
| YTD | -27.9% | +15.8% | -43.7% | -30.2% |
| 1Y | -29.0% | +25.8% | -54.9% | -34.3% |
| All | -29.0% | +25.7% | -54.7% | -34.3% |
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