-37.2%
TRMB vs QSR
+40.5%
-77.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -3.0% | -4.0% | +1.0% | -1.0% |
| 30D | +2.3% | +2.8% | -0.4% | +0.8% |
| 3M | +15.3% | +5.1% | +10.2% | +12.2% |
| 6M | -14.7% | +8.8% | -23.5% | -18.7% |
| YTD | -26.4% | +14.8% | -41.2% | -32.1% |
| 1Y | -30.4% | +25.7% | -56.1% | -39.2% |
| 3Y | +13.5% | +27.5% | -14.0% | -5.8% |
| All | -37.2% | +40.5% | -77.7% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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