+1,005.6%
C vs TRMB
+3,381.2%
-2,375.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +3.6% | -2.5% | +6.2% | +4.3% |
| 30D | +0.1% | +1.5% | -1.5% | -0.5% |
| 3M | +2.4% | +6.8% | -4.3% | +0.2% |
| 6M | +24.9% | -14.9% | +39.9% | +29.4% |
| YTD | +19.8% | -24.1% | +43.9% | +27.7% |
| 1Y | +44.9% | -25.4% | +70.3% | +54.8% |
| 3Y | +263.0% | +8.0% | +255.0% | +251.9% |
| 5Y | +129.5% | -37.3% | +166.8% | +151.2% |
| 10Y | +291.6% | +116.8% | +174.8% | +217.6% |
| All | +1,005.6% | +3,381.2% | -2,375.6% | +416.3% |
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