+54.5%
AR vs TRMB
+96.4%
-41.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.8% |
| 7D | -5.8% | -16.6% | +10.8% | +1.0% |
| 30D | +4.8% | -8.9% | +13.7% | +8.1% |
| 3M | +1.5% | -6.3% | +7.8% | +3.3% |
| 6M | +4.7% | -10.0% | +14.7% | +7.3% |
| YTD | +9.2% | -30.1% | +39.3% | +23.3% |
| 1Y | +11.2% | -31.3% | +42.5% | +25.9% |
| 3Y | +46.2% | +30.8% | +15.4% | +22.4% |
| 5Y | +98.1% | -35.9% | +134.0% | +119.6% |
| 10Y | +54.5% | +101.7% | -47.2% | +10.4% |
| All | +54.5% | +96.4% | -41.9% | +10.4% |
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