+334.9%
COMP vs TRMB
+26.2%
+308.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.1% | -7.0% | -7.6% |
| 7D | -1.8% | -17.9% | +16.1% | +6.3% |
| 30D | -0.8% | -12.0% | +11.2% | +3.3% |
| 3M | -28.1% | -8.4% | -19.7% | -27.1% |
| 6M | +27.0% | -21.5% | +48.5% | +38.9% |
| YTD | -12.8% | -31.5% | +18.8% | +3.5% |
| 1Y | +4.9% | -33.4% | +38.3% | +26.1% |
| All | +334.9% | +26.2% | +308.7% | +128.5% |
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