+15.2%
D vs TRMB
-38.3%
+53.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +3.0% | -16.7% | +19.6% | +4.4% |
| 30D | +11.5% | -9.9% | +21.4% | +12.1% |
| 3M | +3.7% | -7.6% | +11.3% | +3.9% |
| 6M | +13.5% | -14.7% | +28.2% | +14.6% |
| YTD | +20.7% | -30.9% | +51.7% | +24.8% |
| 1Y | +18.2% | -31.3% | +49.6% | +22.1% |
| 3Y | +73.3% | +29.4% | +43.9% | +60.0% |
| All | +15.2% | -38.3% | +53.5% | +13.6% |
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