+82.2%
UBER vs TRMB
+41.9%
+40.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.4% |
| 7D | -3.9% | -2.5% | -1.4% | -2.2% |
| 30D | +11.1% | +1.5% | +9.6% | +9.8% |
| 3M | +4.9% | +6.8% | -1.9% | -0.2% |
| 6M | -1.2% | -14.9% | +13.8% | +8.1% |
| YTD | -7.3% | -24.1% | +16.8% | +8.8% |
| 1Y | -17.6% | -25.4% | +7.8% | -3.0% |
| 3Y | +61.1% | +8.0% | +53.0% | +36.9% |
| 5Y | +87.9% | -37.3% | +125.2% | +139.9% |
| All | +82.2% | +41.9% | +40.4% | -13.0% |
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