+3,187.1%
TRMB vs NTRS
+7,949.0%
-4,761.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.6% |
| 7D | -5.4% | +0.3% | -5.8% | -5.6% |
| 30D | -2.0% | +0.2% | -2.1% | -2.2% |
| 3M | +12.3% | +13.2% | -0.9% | +5.9% |
| 6M | -17.6% | +36.9% | -54.5% | -28.8% |
| YTD | -27.5% | +39.1% | -66.6% | -37.9% |
| 1Y | -29.1% | +50.4% | -79.5% | -41.3% |
| 3Y | +11.5% | +166.8% | -155.3% | -28.9% |
| 5Y | -39.5% | +92.9% | -132.3% | -56.2% |
| 10Y | +118.6% | +255.7% | -137.0% | +18.7% |
| All | +3,187.1% | +7,949.0% | -4,761.9% | +592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling