+778.3%
AU vs TRMB
+2,966.8%
-2,188.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +12.8% | -1.2% | +14.0% | +12.9% |
| 3M | +28.5% | +9.6% | +18.9% | +27.2% |
| 6M | +4.8% | -16.1% | +20.9% | +6.4% |
| YTD | +31.0% | -25.0% | +55.9% | +34.2% |
| 1Y | +81.4% | -27.7% | +109.1% | +86.6% |
| 3Y | +618.4% | +15.3% | +603.1% | +601.2% |
| 5Y | +686.3% | -37.4% | +723.7% | +703.4% |
| 10Y | +664.5% | +117.5% | +547.1% | +583.5% |
| All | +778.3% | +2,966.8% | -2,188.5% | +607.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling