+419.8%
TXN vs TRMB
+121.9%
+297.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.2% |
| 7D | +4.0% | -3.0% | +7.0% | +5.4% |
| 30D | -2.9% | +2.3% | -5.2% | -4.2% |
| 3M | -9.1% | +15.3% | -24.4% | -15.8% |
| 6M | +36.6% | -14.7% | +51.3% | +44.3% |
| YTD | +57.5% | -26.4% | +83.9% | +77.3% |
| 1Y | +49.5% | -30.4% | +79.9% | +72.7% |
| 3Y | +76.5% | +13.5% | +63.0% | +57.6% |
| 5Y | +62.4% | -38.6% | +101.0% | +88.4% |
| All | +419.8% | +121.9% | +297.9% | +262.6% |
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 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