+116.7%
TRMB vs MKTX
+5.0%
+111.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | +2.3% | +0.7% | +1.6% | +2.2% |
| 3M | +15.3% | +40.8% | -25.5% | +5.1% |
| 6M | -14.7% | -8.0% | -6.7% | -13.7% |
| YTD | -26.4% | -8.7% | -17.7% | -25.5% |
| 1Y | -30.4% | -11.8% | -18.6% | -29.1% |
| 3Y | +13.5% | -24.0% | +37.6% | +15.8% |
| 5Y | -38.6% | -60.3% | +21.7% | -27.0% |
| All | +116.7% | +5.0% | +111.6% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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