+476.0%
A vs TRMB
+1,968.5%
-1,492.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -1.9% | -2.5% | +0.6% | -1.0% |
| 30D | +6.9% | +1.5% | +5.4% | +6.2% |
| 3M | +9.2% | +6.8% | +2.5% | +6.2% |
| 6M | +25.7% | -14.9% | +40.6% | +32.4% |
| YTD | +11.5% | -24.1% | +35.6% | +22.2% |
| 1Y | +18.4% | -25.4% | +43.8% | +30.2% |
| 3Y | +26.6% | +8.0% | +18.6% | +19.1% |
| 5Y | -12.8% | -37.3% | +24.5% | -1.5% |
| 10Y | +247.2% | +116.8% | +130.4% | +137.3% |
| All | +476.0% | +1,968.5% | -1,492.5% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling