+12,790.5%
BLK vs TRMB
+3,141.4%
+9,649.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | -2.7% | -2.9% | +0.2% | -1.9% |
| 30D | -4.8% | -1.8% | -3.0% | -4.4% |
| 3M | +6.5% | +8.4% | -1.9% | +3.9% |
| 6M | +13.2% | -18.5% | +31.7% | +18.9% |
| YTD | +1.8% | -26.7% | +28.5% | +9.9% |
| 1Y | -1.0% | -28.3% | +27.3% | +7.4% |
| 3Y | +66.0% | +12.6% | +53.4% | +57.8% |
| 5Y | +31.2% | -38.7% | +70.0% | +44.9% |
| 10Y | +278.5% | +120.8% | +157.7% | +201.0% |
| All | +12,790.5% | +3,141.4% | +9,649.1% | +7,976.1% |
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