+43.2%
TRMB vs NTR
+103.6%
-60.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | -0.3% | +3.8% | -4.1% | -1.7% |
| 30D | -1.2% | +25.2% | -26.5% | -9.6% |
| 3M | +9.6% | +21.0% | -11.4% | +1.2% |
| 6M | -16.1% | +7.6% | -23.7% | -19.8% |
| YTD | -25.0% | +32.9% | -57.8% | -34.8% |
| 1Y | -27.7% | +43.1% | -70.7% | -39.5% |
| 3Y | +15.3% | +41.6% | -26.3% | -5.8% |
| 5Y | -37.4% | +54.8% | -92.2% | -57.2% |
| All | +43.2% | +103.6% | -60.4% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling