-18.7%
TSN vs TRMB
-39.0%
+20.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.8% |
| 7D | +3.0% | -3.0% | +6.1% | +3.5% |
| 30D | -4.2% | +2.3% | -6.5% | -4.7% |
| 3M | -3.9% | +15.3% | -19.2% | -6.3% |
| 6M | -9.8% | -14.7% | +4.9% | -7.9% |
| YTD | -7.3% | -26.4% | +19.1% | -3.1% |
| 1Y | -2.2% | -30.4% | +28.2% | +3.0% |
| 3Y | +11.9% | +13.5% | -1.6% | +4.5% |
| All | -18.7% | -39.0% | +20.2% | -19.6% |
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