+158.8%
B vs TRMB
-39.0%
+197.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +1.5% |
| 7D | +1.0% | -2.9% | +3.9% | +1.6% |
| 30D | +9.5% | -1.8% | +11.3% | +9.8% |
| 3M | +14.3% | +8.4% | +5.9% | +12.5% |
| 6M | -1.9% | -18.5% | +16.6% | +1.4% |
| YTD | +4.1% | -26.7% | +30.8% | +9.6% |
| 1Y | +56.1% | -28.3% | +84.4% | +65.0% |
| 3Y | +202.0% | +12.6% | +189.4% | +188.0% |
| 5Y | +158.8% | -38.7% | +197.5% | +137.7% |
| All | +158.8% | -39.0% | +197.8% | +137.7% |
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 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