+14.7%
D vs TRMB
-30.2%
+44.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.9% |
| 7D | -3.1% | +4.1% | -7.1% | -2.7% |
| 30D | +8.4% | -7.0% | +15.3% | +7.5% |
| 3M | +0.2% | -0.9% | +1.1% | -0.2% |
| 6M | +9.5% | -1.2% | +10.7% | +9.0% |
| YTD | +18.8% | -28.7% | +47.5% | +14.6% |
| 1Y | +14.7% | -32.1% | +46.8% | +9.7% |
| All | +14.7% | -30.2% | +44.9% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling