-15.5%
TSN vs TRMB
-34.2%
+18.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.1% |
| 7D | -0.3% | +4.1% | -4.4% | -0.8% |
| 30D | +11.8% | -5.1% | +16.8% | +11.8% |
| 3M | +7.1% | -2.6% | +9.7% | +6.5% |
| 6M | -9.2% | -2.7% | -6.5% | -9.8% |
| YTD | +4.8% | -27.9% | +32.7% | +9.0% |
| 1Y | +11.6% | -29.0% | +40.7% | +16.4% |
| 3Y | +41.5% | +35.0% | +6.6% | +25.8% |
| 5Y | -15.5% | -33.9% | +18.4% | -16.8% |
| All | -15.5% | -34.2% | +18.7% | -16.8% |
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