+75.9%
D vs TRMB
+26.2%
+49.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | +6.9% | -17.9% | +24.8% | +7.4% |
| 30D | +12.3% | -12.0% | +24.3% | +12.4% |
| 3M | +3.0% | -8.4% | +11.5% | +2.8% |
| 6M | +12.8% | -21.5% | +34.3% | +13.7% |
| YTD | +22.6% | -31.5% | +54.1% | +24.7% |
| 1Y | +21.7% | -33.4% | +55.1% | +23.9% |
| All | +75.9% | +26.2% | +49.7% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling