+281.7%
TSM vs TRMB
-36.8%
+318.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.3% |
| 7D | +2.7% | -2.5% | +5.3% | +3.9% |
| 30D | +3.6% | +1.5% | +2.1% | +2.6% |
| 3M | -3.4% | +6.8% | -10.1% | -7.2% |
| 6M | +20.6% | -14.9% | +35.6% | +28.4% |
| YTD | +41.9% | -24.1% | +66.0% | +58.9% |
| 1Y | +84.4% | -25.4% | +109.8% | +107.6% |
| 3Y | +380.2% | +8.0% | +372.2% | +341.5% |
| All | +281.7% | -36.8% | +318.5% | +341.4% |
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 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