+312.3%
A vs TRMB
+109.2%
+203.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.8% |
| 7D | -0.1% | +4.1% | -4.2% | -1.7% |
| 30D | +3.3% | -5.1% | +8.3% | +4.2% |
| 3M | +18.5% | -2.6% | +21.1% | +18.0% |
| 6M | +59.3% | -2.7% | +62.0% | +57.7% |
| YTD | +31.0% | -27.9% | +58.9% | +46.4% |
| 1Y | +19.3% | -29.0% | +48.3% | +34.0% |
| 3Y | +66.8% | +35.0% | +31.9% | +40.4% |
| 5Y | +15.5% | -33.9% | +49.4% | +27.0% |
| 10Y | +312.3% | +106.1% | +206.2% | +211.1% |
| All | +312.3% | +109.2% | +203.2% | +211.1% |
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