+44.3%
AR vs TRMB
+113.5%
-69.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +1.1% |
| 7D | -1.2% | -2.9% | +1.7% | 0.0% |
| 30D | +5.5% | -1.8% | +7.3% | +6.1% |
| 3M | +12.9% | +8.4% | +4.5% | +8.0% |
| 6M | +0.1% | -18.5% | +18.6% | +7.4% |
| YTD | +13.5% | -26.7% | +40.3% | +26.7% |
| 1Y | +21.6% | -28.3% | +49.9% | +36.1% |
| 3Y | +46.0% | +12.6% | +33.4% | +30.5% |
| 5Y | +143.7% | -38.7% | +182.4% | +177.8% |
| 10Y | +44.3% | +120.8% | -76.5% | -10.8% |
| All | +44.3% | +113.5% | -69.2% | -10.8% |
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