+113.6%
TRMB vs MTB
+172.9%
-59.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -5.4% | -0.4% | -5.0% | -5.2% |
| 30D | -2.0% | -4.6% | +2.6% | +0.1% |
| 3M | +12.3% | +7.4% | +4.9% | +8.5% |
| 6M | -17.6% | +18.7% | -36.3% | -24.0% |
| YTD | -27.5% | +21.1% | -48.5% | -33.9% |
| 1Y | -29.1% | +24.1% | -53.2% | -36.2% |
| 3Y | +11.5% | +115.3% | -103.9% | -21.3% |
| 5Y | -39.5% | +106.0% | -145.5% | -57.5% |
| All | +113.6% | +172.9% | -59.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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