+1,815.4%
TSM vs TRMB
+113.5%
+1,701.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.2% |
| 7D | +4.8% | -2.9% | +7.7% | +6.0% |
| 30D | +4.0% | -1.8% | +5.8% | +4.5% |
| 3M | +2.0% | +8.4% | -6.4% | -2.7% |
| 6M | +25.5% | -18.5% | +44.0% | +35.2% |
| YTD | +44.0% | -26.7% | +70.7% | +61.9% |
| 1Y | +75.4% | -28.3% | +103.7% | +98.7% |
| 3Y | +406.7% | +12.6% | +394.2% | +359.7% |
| 5Y | +285.0% | -38.7% | +323.7% | +343.3% |
| 10Y | +1,815.4% | +120.8% | +1,694.6% | +1,272.4% |
| All | +1,815.4% | +113.5% | +1,701.8% | +1,272.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling