+98.2%
DD vs TRMB
+102.3%
-4.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +5.0% | +2.8% | +2.1% | +3.7% |
| 30D | +19.7% | -5.9% | +25.5% | +21.6% |
| 3M | +7.2% | -3.3% | +10.5% | +7.4% |
| 6M | +1.0% | +1.3% | -0.3% | -1.6% |
| YTD | +29.1% | -29.0% | +58.1% | +46.3% |
| 1Y | +28.5% | -27.8% | +56.2% | +44.3% |
| 3Y | +89.4% | +36.3% | +53.1% | +55.8% |
| 5Y | +67.1% | -35.8% | +103.0% | +87.5% |
| All | +98.2% | +102.3% | -4.1% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling