-10.4%
TSCO vs TRMB
-39.0%
+28.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -3.0% | -2.0% |
| 7D | -5.7% | -3.0% | -2.6% | -4.6% |
| 30D | -8.8% | +2.3% | -11.1% | -9.6% |
| 3M | +6.3% | +15.3% | -9.0% | +0.9% |
| 6M | -32.3% | -14.7% | -17.6% | -28.9% |
| YTD | -32.7% | -26.4% | -6.3% | -25.9% |
| 1Y | -43.7% | -30.4% | -13.3% | -37.0% |
| 3Y | -19.7% | +13.5% | -33.2% | -27.3% |
| All | -10.4% | -39.0% | +28.6% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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