-49.3%
COMP vs TRMB
-29.7%
-19.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.0% |
| 7D | 0.0% | +2.8% | -2.8% | -2.4% |
| 30D | +16.6% | -5.9% | +22.4% | +18.4% |
| 3M | -23.5% | -3.3% | -20.2% | -24.8% |
| 6M | +25.7% | +1.3% | +24.4% | +16.9% |
| YTD | -3.4% | -29.0% | +25.6% | +24.9% |
| 1Y | +7.6% | -27.8% | +35.3% | +36.3% |
| 3Y | +423.6% | +36.3% | +387.3% | +183.4% |
| 5Y | -10.6% | -35.8% | +25.2% | +15.8% |
| All | -49.3% | -29.7% | -19.6% | -37.2% |
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 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