+43.4%
C vs TRMB
-27.7%
+71.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | +3.2% | -0.3% | +3.4% | +3.3% |
| 30D | +1.3% | -1.2% | +2.5% | +1.6% |
| 3M | +3.1% | +9.6% | -6.5% | -0.3% |
| 6M | +29.6% | -16.1% | +45.7% | +39.0% |
| YTD | +19.0% | -25.0% | +43.9% | +32.3% |
| All | +43.4% | -27.7% | +71.2% | +59.3% |
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 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