+105.9%
C vs TRMB
-38.3%
+144.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -2.4% | -16.7% | +14.3% | +4.1% |
| 30D | -6.0% | -9.9% | +3.9% | -3.2% |
| 3M | -10.5% | -7.6% | -3.0% | -9.4% |
| 6M | -5.7% | -14.7% | +9.0% | -1.5% |
| YTD | +4.1% | -30.9% | +35.1% | +19.5% |
| 1Y | +20.5% | -31.3% | +51.8% | +38.3% |
| 3Y | +208.1% | +29.4% | +178.7% | +169.6% |
| All | +105.9% | -38.3% | +144.2% | +115.6% |
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