+55.1%
ACWI vs TRMB
-38.8%
+93.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.5% |
| 7D | -4.0% | -17.9% | +13.9% | +1.2% |
| 30D | -5.8% | -12.0% | +6.2% | -3.0% |
| 3M | -5.0% | -8.4% | +3.4% | -3.7% |
| 6M | +0.7% | -21.5% | +22.2% | +7.0% |
| YTD | +8.4% | -31.5% | +40.0% | +20.3% |
| 1Y | +10.1% | -33.4% | +43.5% | +23.2% |
| 3Y | +70.8% | +26.5% | +44.3% | +47.5% |
| All | +55.1% | -38.8% | +93.9% | +72.7% |
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 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