+248.9%
A vs TRMB
+113.5%
+135.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.5% |
| 7D | -4.4% | -2.9% | -1.5% | -3.2% |
| 30D | -2.7% | -1.8% | -0.9% | -2.0% |
| 3M | +7.0% | +8.4% | -1.4% | +3.0% |
| 6M | +24.6% | -18.5% | +43.1% | +34.6% |
| YTD | +7.0% | -26.7% | +33.8% | +20.5% |
| 1Y | +15.6% | -28.3% | +43.9% | +30.9% |
| 3Y | +29.9% | +12.6% | +17.3% | +18.8% |
| 5Y | -15.4% | -38.7% | +23.3% | -2.9% |
| 10Y | +248.9% | +120.8% | +128.1% | +141.7% |
| All | +248.9% | +113.5% | +135.3% | +141.7% |
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