+11.7%
D vs TRMB
-36.0%
+47.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -1.4% | +2.8% | -4.2% | -1.6% |
| 30D | +7.7% | -5.9% | +13.6% | +7.9% |
| 3M | -0.3% | -3.3% | +3.0% | -0.5% |
| 6M | +10.1% | +1.3% | +8.7% | +9.0% |
| YTD | +19.1% | -29.0% | +48.1% | +22.8% |
| 1Y | +15.9% | -27.8% | +43.7% | +19.1% |
| 3Y | +75.0% | +36.3% | +38.7% | +60.4% |
| All | +11.7% | -36.0% | +47.7% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling