-37.2%
TRMB vs NTR
+45.7%
-82.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -3.0% | -1.3% | -1.8% | -2.8% |
| 30D | +2.3% | +16.8% | -14.5% | -1.0% |
| 3M | +15.3% | +20.7% | -5.4% | +10.4% |
| 6M | -14.7% | +0.5% | -15.2% | -15.3% |
| YTD | -26.4% | +29.2% | -55.6% | -31.6% |
| 1Y | -30.4% | +39.6% | -70.0% | -36.8% |
| 3Y | +13.5% | +37.9% | -24.3% | +1.7% |
| All | -37.2% | +45.7% | -82.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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