+74.2%
AR vs TRMB
-38.3%
+112.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | -14.3% | -16.7% | +2.4% | -8.6% |
| 30D | +1.4% | -9.9% | +11.3% | +4.8% |
| 3M | +3.4% | -7.6% | +11.0% | +5.5% |
| 6M | -2.1% | -14.7% | +12.6% | +2.6% |
| YTD | +4.7% | -30.9% | +35.6% | +18.7% |
| 1Y | +10.6% | -31.3% | +41.9% | +25.1% |
| 3Y | +24.6% | +29.4% | -4.8% | +3.8% |
| All | +74.2% | -38.3% | +112.5% | +117.8% |
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 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