+5.7%
COMP vs TRMB
-30.2%
+35.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.8% |
| 7D | +8.9% | +4.1% | +4.8% | +7.6% |
| 30D | +14.0% | -7.0% | +20.9% | +13.3% |
| 3M | -21.1% | -0.9% | -20.2% | -24.1% |
| 6M | +20.1% | -1.2% | +21.3% | +15.2% |
| YTD | -5.0% | -28.7% | +23.7% | 0.0% |
| 1Y | +5.7% | -32.1% | +37.8% | +13.6% |
| All | +5.7% | -30.2% | +35.9% | +13.6% |
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