+119.1%
ALL vs TRMB
+34.0%
+85.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +5.0% | +2.8% | +2.2% | +4.7% |
| 30D | +13.3% | -5.9% | +19.2% | +13.4% |
| 3M | +3.2% | -3.3% | +6.5% | +2.8% |
| 6M | +25.3% | +1.3% | +24.0% | +23.9% |
| YTD | +30.5% | -29.0% | +59.4% | +35.2% |
| 1Y | +29.2% | -27.8% | +57.0% | +33.5% |
| 3Y | +119.1% | +36.3% | +82.8% | +120.7% |
| All | +119.1% | +34.0% | +85.1% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling