+648.1%
TRMB vs MKTX
+1,443.5%
-795.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -5.4% | -0.2% | -5.3% | -5.4% |
| 30D | -2.0% | +0.8% | -2.8% | -2.2% |
| 3M | +12.3% | +41.1% | -28.8% | +1.6% |
| 6M | -17.6% | -9.5% | -8.1% | -16.7% |
| YTD | -27.5% | -8.7% | -18.8% | -26.9% |
| 1Y | -29.1% | -10.0% | -19.1% | -28.6% |
| 3Y | +11.5% | -24.6% | +36.1% | +13.9% |
| 5Y | -39.5% | -60.3% | +20.8% | -28.0% |
| 10Y | +118.6% | +5.0% | +113.6% | +92.8% |
| All | +648.1% | +1,443.5% | -795.3% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling