+3,187.1%
TRMB vs NYT
+834.0%
+2,353.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -5.4% | -0.7% | -4.7% | -5.2% |
| 30D | -2.0% | +4.5% | -6.4% | -3.3% |
| 3M | +12.3% | -8.5% | +20.9% | +15.0% |
| 6M | -17.6% | -15.1% | -2.6% | -14.2% |
| YTD | -27.5% | -3.3% | -24.2% | -27.6% |
| 1Y | -29.1% | +17.0% | -46.1% | -33.5% |
| 3Y | +11.5% | +55.7% | -44.2% | -5.5% |
| 5Y | -39.5% | +38.9% | -78.3% | -47.9% |
| 10Y | +118.6% | +485.3% | -366.7% | +15.1% |
| All | +3,187.1% | +834.0% | +2,353.2% | +1,246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling