+122.2%
ALL vs TRMB
-37.2%
+159.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | 0.0% | -2.5% | +2.6% | +0.5% |
| 30D | -1.5% | +1.5% | -3.0% | -1.8% |
| 3M | +23.6% | +6.8% | +16.9% | +21.9% |
| 6M | +22.3% | -14.9% | +37.3% | +25.3% |
| YTD | +26.5% | -24.1% | +50.6% | +32.2% |
| 1Y | +27.0% | -25.4% | +52.4% | +32.8% |
| 3Y | +149.6% | +8.0% | +141.6% | +139.4% |
| All | +122.2% | -37.2% | +159.4% | +133.3% |
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 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