+64.7%
D vs TRMB
+13.5%
+51.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +1.5% | -2.5% | +4.0% | +1.6% |
| 30D | -2.6% | +1.5% | -4.1% | -2.7% |
| 3M | 0.0% | +6.8% | -6.8% | -0.4% |
| 6M | +7.4% | -14.9% | +22.3% | +8.5% |
| YTD | +15.9% | -24.1% | +40.0% | +18.1% |
| 1Y | +18.1% | -25.4% | +43.5% | +20.4% |
| All | +64.7% | +13.5% | +51.3% | +55.0% |
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