+20.1%
COMP vs TRMB
-31.2%
+51.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -17.3% | +25.0% | +13.2% |
| 7D | +9.5% | -15.7% | +25.2% | +13.9% |
| 30D | +8.1% | -7.8% | +15.8% | +7.4% |
| 3M | -16.3% | -9.3% | -7.0% | -16.5% |
| 6M | +42.2% | -20.8% | +63.0% | +49.1% |
| YTD | -5.0% | -30.8% | +25.7% | +2.8% |
| 1Y | +20.1% | -31.0% | +51.1% | +29.2% |
| All | +20.1% | -31.2% | +51.3% | +29.2% |
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