+116.7%
TRMB vs NYT
+489.9%
-373.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | +2.3% | +4.6% | -2.3% | +0.8% |
| 3M | +15.3% | -9.6% | +24.9% | +18.7% |
| 6M | -14.7% | -14.0% | -0.7% | -11.3% |
| YTD | -26.4% | -2.8% | -23.6% | -26.8% |
| 1Y | -30.4% | +15.6% | -46.0% | -35.0% |
| 3Y | +13.5% | +56.3% | -42.8% | -5.9% |
| 5Y | -38.6% | +39.5% | -78.1% | -48.7% |
| All | +116.7% | +489.9% | -373.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling