-14.9%
A vs TRMB
-37.5%
+22.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.1% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | +0.6% | -1.2% | +1.8% | +1.0% |
| 3M | +10.9% | +9.6% | +1.3% | +5.8% |
| 6M | +28.2% | -16.1% | +44.3% | +37.7% |
| YTD | +8.6% | -25.0% | +33.5% | +22.5% |
| 1Y | +15.5% | -27.7% | +43.2% | +32.1% |
| 3Y | +31.8% | +15.3% | +16.5% | +17.3% |
| 5Y | -14.9% | -37.4% | +22.5% | +2.6% |
| All | -14.9% | -37.5% | +22.7% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling