-37.2%
TRMB vs TDY
+39.0%
-76.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.6% |
| 7D | -3.0% | -1.1% | -1.9% | -2.3% |
| 30D | +2.3% | -12.0% | +14.4% | +11.6% |
| 3M | +15.3% | -3.2% | +18.5% | +16.8% |
| 6M | -14.7% | -7.9% | -6.8% | -11.0% |
| YTD | -26.4% | +18.2% | -44.6% | -37.9% |
| 1Y | -30.4% | +6.7% | -37.1% | -36.3% |
| 3Y | +13.5% | +47.5% | -34.0% | -21.3% |
| All | -37.2% | +39.0% | -76.2% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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