+605.4%
B vs TRMB
+3,381.2%
-2,775.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -1.6% | -2.5% | +0.9% | -1.5% |
| 30D | +9.4% | +1.5% | +7.9% | +9.4% |
| 3M | +5.0% | +6.8% | -1.8% | +4.6% |
| 6M | -3.5% | -14.9% | +11.4% | -2.9% |
| YTD | +4.5% | -24.1% | +28.6% | +5.6% |
| 1Y | +67.8% | -25.4% | +93.2% | +69.8% |
| 3Y | +196.7% | +8.0% | +188.7% | +194.4% |
| 5Y | +151.9% | -37.3% | +189.2% | +154.3% |
| 10Y | +202.2% | +116.8% | +85.4% | +189.2% |
| All | +605.4% | +3,381.2% | -2,775.8% | +539.3% |
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