+561.6%
A vs TRMB
+1,841.9%
-1,280.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.8% |
| 7D | +0.7% | +4.1% | -3.4% | -0.8% |
| 30D | +0.8% | -7.0% | +7.8% | +2.5% |
| 3M | +16.9% | -0.9% | +17.8% | +15.9% |
| 6M | +53.8% | -1.2% | +55.0% | +51.9% |
| YTD | +28.1% | -28.7% | +56.8% | +42.0% |
| 1Y | +15.0% | -32.1% | +47.1% | +29.7% |
| 3Y | +63.1% | +33.4% | +29.7% | +41.3% |
| 5Y | +11.5% | -35.6% | +47.1% | +23.4% |
| 10Y | +303.2% | +103.8% | +199.4% | +178.9% |
| All | +561.6% | +1,841.9% | -1,280.3% | +61.9% |
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