-44.8%
COMP vs TRMB
-24.9%
-20.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.5% |
| 7D | +1.4% | -2.5% | +3.9% | +3.9% |
| 30D | -13.3% | +1.5% | -14.8% | -14.9% |
| 3M | +41.1% | +6.8% | +34.3% | +30.6% |
| 6M | +17.2% | -14.9% | +32.1% | +34.0% |
| YTD | +5.2% | -24.1% | +29.3% | +33.7% |
| 1Y | +18.9% | -25.4% | +44.3% | +52.5% |
| 3Y | +215.9% | +8.0% | +207.9% | +140.8% |
| 5Y | -31.2% | -37.3% | +6.1% | -7.3% |
| All | -44.8% | -24.9% | -20.0% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling