-39.3%
TRMB vs M
-11.5%
-27.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +2.1% |
| 7D | -16.7% | -4.3% | -12.4% | -16.2% |
| 30D | -9.9% | +1.3% | -11.2% | -10.9% |
| 3M | -7.6% | -7.4% | -0.2% | -6.5% |
| 6M | -14.7% | +18.3% | -33.0% | -19.8% |
| YTD | -30.9% | +7.6% | -38.5% | -33.9% |
| 1Y | -31.3% | +17.4% | -48.7% | -36.0% |
| 3Y | +29.4% | +108.4% | -78.9% | -4.6% |
| All | -39.3% | -11.5% | -27.9% | -47.9% |
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 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