+2,433.1%
D vs TRMB
+3,381.2%
-948.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | +0.4% | -2.5% | +3.0% | +0.6% |
| 30D | -3.6% | +1.5% | -5.1% | -3.7% |
| 3M | -1.0% | +6.8% | -7.8% | -1.4% |
| 6M | +6.3% | -14.9% | +21.2% | +7.0% |
| YTD | +14.7% | -24.1% | +38.8% | +16.1% |
| 1Y | +16.9% | -25.4% | +42.3% | +18.4% |
| 3Y | +56.8% | +8.0% | +48.8% | +55.0% |
| 5Y | +5.2% | -37.3% | +42.5% | +6.3% |
| 10Y | +35.9% | +116.8% | -80.9% | +28.2% |
| All | +2,433.1% | +3,381.2% | -948.0% | +1,985.4% |
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