+48.3%
D vs TRMB
+96.4%
-48.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | -16.6% | +18.9% | +4.1% |
| 30D | +10.9% | -8.9% | +19.8% | +11.6% |
| 3M | +2.8% | -6.3% | +9.2% | +3.1% |
| 6M | +12.7% | -10.0% | +22.7% | +13.3% |
| YTD | +20.3% | -30.1% | +50.4% | +24.4% |
| 1Y | +17.1% | -31.3% | +48.4% | +21.2% |
| 3Y | +75.1% | +30.8% | +44.3% | +64.2% |
| 5Y | +13.1% | -35.9% | +49.1% | +14.5% |
| 10Y | +48.3% | +101.7% | -53.5% | +36.1% |
| All | +48.3% | +96.4% | -48.2% | +36.1% |
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