+368.4%
ALL vs TRMB
+96.4%
+271.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.1% | -16.6% | +16.4% | +3.6% |
| 30D | +13.8% | -8.9% | +22.7% | +15.5% |
| 3M | -2.8% | -6.3% | +3.5% | -2.2% |
| 6M | +23.7% | -10.0% | +33.6% | +25.2% |
| YTD | +27.3% | -30.1% | +57.4% | +36.7% |
| 1Y | +30.5% | -31.3% | +61.9% | +40.6% |
| 3Y | +113.0% | +30.8% | +82.2% | +87.7% |
| 5Y | +157.6% | -35.9% | +193.5% | +171.3% |
| 10Y | +368.4% | +101.7% | +266.6% | +246.8% |
| All | +368.4% | +96.4% | +271.9% | +246.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling