+8.1%
COMP vs TRMB
-33.8%
+41.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.1% | -7.0% | -7.8% |
| 7D | -1.8% | -17.9% | +16.1% | +3.2% |
| 30D | -0.8% | -12.0% | +11.2% | +0.7% |
| 3M | -28.1% | -8.4% | -19.7% | -28.7% |
| 6M | +27.0% | -21.5% | +48.5% | +32.8% |
| YTD | -12.8% | -31.5% | +18.8% | -6.8% |
| All | +8.1% | -33.8% | +41.9% | +15.3% |
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 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