+13,455.8%
COST vs TRMB
+3,381.2%
+10,074.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -3.1% | -2.5% | -0.6% | -2.8% |
| 30D | -2.8% | +1.5% | -4.3% | -3.0% |
| 3M | -5.7% | +6.8% | -12.4% | -6.6% |
| 6M | -8.8% | -14.9% | +6.2% | -7.3% |
| YTD | +6.7% | -24.1% | +30.8% | +9.7% |
| 1Y | -3.6% | -25.4% | +21.7% | -0.8% |
| 3Y | +75.1% | +8.0% | +67.1% | +70.6% |
| 5Y | +108.9% | -37.3% | +146.2% | +115.6% |
| 10Y | +586.2% | +116.8% | +469.4% | +501.9% |
| All | +13,455.8% | +3,381.2% | +10,074.6% | +6,473.8% |
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