+47.0%
DD vs TRMB
+13.0%
+34.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -7.4% | -1.2% | -6.2% | -7.1% |
| 3M | -6.4% | +9.6% | -16.0% | -10.4% |
| 6M | -2.5% | -16.1% | +13.7% | +4.1% |
| YTD | +10.2% | -25.0% | +35.2% | +23.3% |
| 1Y | +36.9% | -27.7% | +64.6% | +55.4% |
| 3Y | +47.0% | +15.3% | +31.7% | +30.8% |
| All | +47.0% | +13.0% | +34.0% | +30.8% |
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