+3,339.2%
TRMB vs MTB
+8,719.8%
-5,380.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -2.5% | +1.7% | -4.3% | -3.3% |
| 30D | +1.5% | -4.2% | +5.7% | +3.4% |
| 3M | +6.8% | +8.9% | -2.1% | +2.7% |
| 6M | -14.9% | +10.9% | -25.8% | -19.0% |
| YTD | -24.1% | +21.5% | -45.6% | -30.8% |
| 1Y | -25.4% | +21.9% | -47.3% | -32.1% |
| 3Y | +8.0% | +109.2% | -101.2% | -22.9% |
| 5Y | -37.3% | +102.0% | -139.3% | -55.8% |
| 10Y | +116.8% | +171.9% | -55.1% | +24.2% |
| All | +3,339.2% | +8,719.8% | -5,380.5% | +575.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling