+48.8%
D vs TRMB
+103.0%
-54.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.7% |
| 7D | -3.1% | +4.1% | -7.1% | -3.5% |
| 30D | +8.4% | -7.0% | +15.3% | +8.8% |
| 3M | +0.2% | -0.9% | +1.1% | -0.2% |
| 6M | +9.5% | -1.2% | +10.7% | +8.9% |
| YTD | +18.8% | -28.7% | +47.5% | +22.6% |
| 1Y | +14.7% | -32.1% | +46.8% | +19.0% |
| 3Y | +72.9% | +33.4% | +39.5% | +61.7% |
| 5Y | +13.1% | -35.6% | +48.7% | +14.5% |
| All | +48.8% | +103.0% | -54.2% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling