-37.2%
TRMB vs NTRS
+93.2%
-130.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.9% |
| 7D | -3.0% | +1.4% | -4.4% | -3.8% |
| 30D | +2.3% | -0.7% | +3.0% | +2.6% |
| 3M | +15.3% | +11.3% | +4.0% | +8.0% |
| 6M | -14.7% | +35.5% | -50.2% | -29.0% |
| YTD | -26.4% | +40.6% | -67.0% | -40.3% |
| 1Y | -30.4% | +49.2% | -79.6% | -45.5% |
| 3Y | +13.5% | +167.2% | -153.7% | -36.9% |
| All | -37.2% | +93.2% | -130.4% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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