+28.3%
TRMB vs M
+110.5%
-82.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | +0.1% |
| 7D | -17.9% | -2.1% | -15.8% | -17.8% |
| 30D | -12.0% | +7.7% | -19.7% | -13.9% |
| 3M | -8.4% | -4.4% | -4.1% | -8.1% |
| 6M | -21.5% | +27.5% | -49.1% | -26.8% |
| YTD | -31.5% | +12.8% | -44.3% | -34.6% |
| 1Y | -33.4% | +20.7% | -54.1% | -37.6% |
| All | +28.3% | +110.5% | -82.2% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling