+566.3%
B vs TRMB
+3,100.8%
-2,534.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.2% | +4.2% |
| 7D | +11.3% | -17.0% | +28.3% | +12.1% |
| 30D | +2.9% | -9.0% | +12.0% | +3.2% |
| 3M | -2.9% | -8.1% | +5.3% | -2.6% |
| 6M | -1.2% | -10.1% | +8.9% | -1.0% |
| YTD | -1.3% | -30.2% | +28.9% | 0.0% |
| 1Y | +30.4% | -30.7% | +61.1% | +32.2% |
| 3Y | +195.3% | +32.6% | +162.7% | +190.3% |
| 5Y | +146.2% | -38.1% | +184.4% | +148.5% |
| 10Y | +200.5% | +98.9% | +101.6% | +188.3% |
| All | +566.3% | +3,100.8% | -2,534.5% | +505.1% |
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