+54.3%
AR vs TRMB
+102.3%
-48.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +7.4% | +2.8% | +4.5% | +6.1% |
| 30D | +5.8% | -5.9% | +11.6% | +7.6% |
| 3M | +5.2% | -3.3% | +8.5% | +5.7% |
| 6M | +5.4% | +1.3% | +4.1% | +2.9% |
| YTD | +12.4% | -29.0% | +41.4% | +26.0% |
| 1Y | +12.8% | -27.8% | +40.6% | +25.2% |
| 3Y | +47.2% | +36.3% | +10.9% | +21.1% |
| 5Y | +101.1% | -35.8% | +137.0% | +122.9% |
| All | +54.3% | +102.3% | -48.0% | +11.4% |
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