+2,539.3%
D vs TRMB
+3,067.4%
-528.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | +3.0% | -16.7% | +19.6% | +3.8% |
| 30D | +11.5% | -9.9% | +21.4% | +11.9% |
| 3M | +3.7% | -7.6% | +11.3% | +4.0% |
| 6M | +13.5% | -14.7% | +28.2% | +14.2% |
| YTD | +20.7% | -30.9% | +51.7% | +22.6% |
| 1Y | +18.2% | -31.3% | +49.6% | +20.1% |
| 3Y | +73.3% | +29.4% | +43.9% | +69.5% |
| 5Y | +12.3% | -37.4% | +49.6% | +13.3% |
| 10Y | +43.4% | +109.2% | -65.8% | +35.4% |
| All | +2,539.3% | +3,067.4% | -528.1% | +2,079.9% |
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