+115.7%
TRMB vs QSR
+211.0%
-95.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.1% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | -1.2% | +5.9% | -7.2% | -3.9% |
| 3M | +9.6% | +10.5% | -0.9% | +4.4% |
| 6M | -16.1% | +7.7% | -23.8% | -19.3% |
| YTD | -25.0% | +16.8% | -41.8% | -30.7% |
| 1Y | -27.7% | +30.9% | -58.6% | -36.9% |
| 3Y | +15.3% | +28.2% | -12.9% | -0.2% |
| 5Y | -37.4% | +45.0% | -82.4% | -49.3% |
| 10Y | +117.5% | +127.3% | -9.8% | +41.9% |
| All | +115.7% | +211.0% | -95.3% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling