+16,299.5%
COST vs TRMB
+3,157.0%
+13,142.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +5.0% | +2.8% | +2.2% | +4.6% |
| 30D | +12.8% | -5.9% | +18.7% | +13.3% |
| 3M | +15.2% | -3.3% | +18.5% | +15.2% |
| 6M | +7.4% | +1.3% | +6.1% | +6.6% |
| YTD | +29.0% | -29.0% | +58.0% | +33.4% |
| 1Y | +20.3% | -27.8% | +48.0% | +24.0% |
| 3Y | +99.0% | +36.3% | +62.7% | +88.2% |
| 5Y | +125.7% | -35.8% | +161.5% | +131.7% |
| 10Y | +775.3% | +103.1% | +672.3% | +671.7% |
| All | +16,299.5% | +3,157.0% | +13,142.5% | +7,889.5% |
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 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