+678.3%
TSN vs TRMB
+3,381.2%
-2,702.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -6.3% | -2.5% | -3.8% | -6.1% |
| 30D | -10.8% | +1.5% | -12.3% | -11.0% |
| 3M | -8.8% | +6.8% | -15.5% | -9.6% |
| 6M | -16.8% | -14.9% | -1.9% | -15.5% |
| YTD | -10.0% | -24.1% | +14.1% | -7.4% |
| 1Y | -5.3% | -25.4% | +20.1% | -2.5% |
| 3Y | +8.5% | +8.0% | +0.5% | +5.7% |
| 5Y | -22.9% | -37.3% | +14.4% | -20.8% |
| 10Y | -12.6% | +116.8% | -129.4% | -23.0% |
| All | +678.3% | +3,381.2% | -2,702.8% | +363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling