+207.2%
COMP vs TRMB
+8.5%
+198.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.1% |
| 7D | +1.4% | -2.5% | +3.9% | +2.9% |
| 30D | -13.3% | +1.5% | -14.8% | -14.2% |
| 3M | +41.1% | +6.8% | +34.3% | +35.0% |
| 6M | +17.2% | -14.9% | +32.1% | +27.4% |
| YTD | +5.2% | -24.1% | +29.3% | +21.8% |
| 1Y | +18.9% | -25.4% | +44.3% | +38.8% |
| All | +207.2% | +8.5% | +198.6% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling