-30.4%
TRMB vs NYT
+17.8%
-48.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.4% |
| 7D | -3.0% | -0.6% | -2.4% | -3.0% |
| 30D | +2.3% | +4.6% | -2.3% | +1.7% |
| 3M | +15.3% | -9.6% | +24.9% | +16.7% |
| 6M | -14.7% | -14.0% | -0.7% | -13.4% |
| YTD | -26.4% | -2.8% | -23.6% | -25.6% |
| 1Y | -30.4% | +15.6% | -46.0% | -30.6% |
| All | -30.4% | +17.8% | -48.2% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling