+117.5%
TRMB vs URA
+371.9%
-254.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -2.2% |
| 7D | -0.3% | +8.1% | -8.4% | -2.7% |
| 30D | -1.2% | +5.8% | -7.0% | -3.3% |
| 3M | +9.6% | +3.4% | +6.2% | +7.3% |
| 6M | -16.1% | -2.6% | -13.5% | -17.3% |
| YTD | -25.0% | +11.2% | -36.1% | -30.6% |
| 1Y | -27.7% | +19.8% | -47.5% | -35.9% |
| 3Y | +15.3% | +121.5% | -106.2% | -23.1% |
| 5Y | -37.4% | +134.5% | -171.9% | -61.3% |
| 10Y | +117.5% | +376.7% | -259.2% | -0.5% |
| All | +117.5% | +371.9% | -254.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling