+92.7%
DD vs TRMB
+32.5%
+60.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.2% | -16.6% | +18.8% | +8.4% |
| 30D | +20.7% | -8.9% | +29.6% | +23.6% |
| 3M | +11.3% | -6.3% | +17.6% | +12.6% |
| 6M | +6.0% | -10.0% | +15.9% | +8.5% |
| YTD | +31.7% | -30.1% | +61.8% | +49.6% |
| 1Y | +32.2% | -31.3% | +63.5% | +51.0% |
| 3Y | +92.7% | +30.8% | +61.9% | +62.6% |
| All | +92.7% | +32.5% | +60.2% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling