-39.5%
TRMB vs MTB
+101.1%
-140.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | +12.3% | +7.4% | +4.9% | +8.0% |
| 6M | -17.6% | +18.7% | -36.3% | -24.9% |
| YTD | -27.5% | +21.1% | -48.5% | -34.8% |
| 1Y | -29.1% | +24.1% | -53.2% | -37.1% |
| 3Y | +11.5% | +115.3% | -103.9% | -23.6% |
| 5Y | -39.5% | +106.0% | -145.5% | -55.6% |
| All | -39.5% | +101.1% | -140.5% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling