-49.3%
COMP vs TRMB
-31.6%
-17.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.9% | +10.0% |
| 7D | +13.4% | -16.7% | +30.1% | +28.7% |
| 30D | +11.1% | -9.9% | +21.0% | +17.4% |
| 3M | -18.8% | -7.6% | -11.3% | -17.0% |
| 6M | +10.5% | -14.7% | +25.2% | +21.0% |
| YTD | -3.4% | -30.9% | +27.5% | +28.0% |
| 1Y | +19.7% | -31.3% | +51.0% | +58.3% |
| 3Y | +381.6% | +29.4% | +352.2% | +175.3% |
| 5Y | -17.6% | -37.4% | +19.8% | +9.1% |
| All | -49.3% | -31.6% | -17.7% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling