+71.0%
A vs TRMB
+29.6%
+41.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.7% |
| 7D | +4.8% | -17.0% | +21.7% | +10.9% |
| 30D | +5.6% | -9.0% | +14.6% | +7.8% |
| 3M | +23.6% | -8.1% | +31.7% | +25.3% |
| 6M | +56.4% | -10.1% | +66.4% | +59.3% |
| YTD | +33.4% | -30.2% | +63.6% | +50.9% |
| 1Y | +23.7% | -30.7% | +54.4% | +40.2% |
| 3Y | +71.0% | +32.6% | +38.4% | +53.0% |
| All | +71.0% | +29.6% | +41.4% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling