+35.3%
D vs TRMB
+114.9%
-79.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.7% |
| 7D | +0.8% | -0.3% | +1.0% | +0.8% |
| 30D | -0.7% | -1.2% | +0.5% | -0.7% |
| 3M | +2.1% | +9.6% | -7.5% | +0.8% |
| 6M | +6.8% | -16.1% | +23.0% | +8.8% |
| YTD | +16.5% | -25.0% | +41.5% | +20.1% |
| 1Y | +19.2% | -27.7% | +46.8% | +23.2% |
| 3Y | +61.9% | +15.3% | +46.6% | +55.0% |
| 5Y | +6.5% | -37.4% | +43.9% | +8.8% |
| 10Y | +35.3% | +117.5% | -82.2% | +15.3% |
| All | +35.3% | +114.9% | -79.7% | +15.3% |
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