+861.0%
C vs TRMB
+3,067.4%
-2,206.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -2.4% | -16.7% | +14.3% | +1.7% |
| 30D | -6.0% | -9.9% | +3.9% | -4.1% |
| 3M | -10.5% | -7.6% | -3.0% | -9.6% |
| 6M | -5.7% | -14.7% | +9.0% | -3.1% |
| YTD | +4.1% | -30.9% | +35.1% | +12.8% |
| 1Y | +20.5% | -31.3% | +51.8% | +30.7% |
| 3Y | +208.1% | +29.4% | +178.7% | +184.6% |
| 5Y | +110.4% | -37.4% | +147.8% | +129.0% |
| 10Y | +234.6% | +109.2% | +125.4% | +172.6% |
| All | +861.0% | +3,067.4% | -2,206.4% | +356.3% |
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