+672.3%
AU vs TRMB
+121.9%
+550.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | -4.3% | -3.0% | -1.2% | -3.9% |
| 30D | +7.3% | +2.3% | +5.0% | +7.1% |
| 3M | +26.3% | +15.3% | +11.0% | +24.2% |
| 6M | +1.8% | -14.7% | +16.5% | +3.3% |
| YTD | +26.8% | -26.4% | +53.2% | +30.5% |
| 1Y | +66.7% | -30.4% | +97.1% | +72.7% |
| 3Y | +579.1% | +13.5% | +565.5% | +561.6% |
| 5Y | +689.3% | -38.6% | +727.9% | +685.6% |
| All | +672.3% | +121.9% | +550.4% | +607.9% |
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