-37.1%
TRMB vs M
+27.3%
-64.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.7% |
| 7D | -2.5% | +4.7% | -7.2% | -3.7% |
| 30D | +1.5% | -9.6% | +11.2% | +4.2% |
| 3M | +6.8% | +0.9% | +5.9% | +6.0% |
| 6M | -14.9% | +22.3% | -37.2% | -20.0% |
| YTD | -24.1% | +6.5% | -30.6% | -26.4% |
| 1Y | -25.4% | +38.8% | -64.2% | -32.8% |
| 3Y | +8.0% | +115.9% | -107.9% | -19.1% |
| All | -37.1% | +27.3% | -64.4% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling