+16.4%
B vs TRMB
-31.2%
+47.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | +7.1% | -16.6% | +23.7% | +7.6% |
| 30D | -3.3% | -8.9% | +5.6% | -4.5% |
| 3M | -2.5% | -6.3% | +3.8% | -4.2% |
| 6M | -7.2% | -10.0% | +2.7% | -8.2% |
| YTD | -7.4% | -30.1% | +22.8% | +0.3% |
| 1Y | +16.4% | -31.3% | +47.7% | +26.9% |
| All | +16.4% | -31.2% | +47.6% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling