+2,579.3%
D vs TRMB
+3,039.9%
-460.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | +6.9% | -17.9% | +24.8% | +7.9% |
| 30D | +12.3% | -12.0% | +24.3% | +12.9% |
| 3M | +3.0% | -8.4% | +11.5% | +3.3% |
| 6M | +12.8% | -21.5% | +34.3% | +13.9% |
| YTD | +22.6% | -31.5% | +54.1% | +24.5% |
| 1Y | +21.7% | -33.4% | +55.1% | +23.7% |
| 3Y | +83.9% | +26.5% | +57.4% | +80.1% |
| 5Y | +14.0% | -37.9% | +51.9% | +15.1% |
| 10Y | +45.6% | +107.3% | -61.8% | +37.6% |
| All | +2,579.3% | +3,039.9% | -460.6% | +2,113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling