+22.2%
A vs TRMB
-31.2%
+53.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -17.3% | +18.3% | +5.0% |
| 7D | -2.4% | -15.7% | +13.3% | +0.9% |
| 30D | +3.6% | -7.8% | +11.3% | +3.9% |
| 3M | +27.5% | -9.3% | +36.8% | +28.3% |
| 6M | +58.5% | -20.8% | +79.3% | +67.7% |
| YTD | +31.2% | -30.8% | +61.9% | +49.2% |
| 1Y | +22.2% | -31.0% | +53.2% | +39.0% |
| All | +22.2% | -31.2% | +53.4% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling