+32.0%
DD vs TRMB
-28.6%
+60.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -3.5% | -3.0% | -0.5% | -2.7% |
| 30D | -11.7% | +2.3% | -14.0% | -12.2% |
| 3M | -9.2% | +15.3% | -24.6% | -13.1% |
| 6M | -7.2% | -14.7% | +7.5% | -2.8% |
| YTD | +6.6% | -26.4% | +33.0% | +18.8% |
| 1Y | +32.0% | -30.4% | +62.4% | +49.2% |
| All | +32.0% | -28.6% | +60.6% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling