+1,143.8%
DD vs TRMB
+3,340.8%
-2,197.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -7.4% | -1.2% | -6.2% | -7.3% |
| 3M | -6.4% | +9.6% | -16.0% | -8.2% |
| 6M | -2.5% | -16.1% | +13.7% | +0.2% |
| YTD | +10.2% | -25.0% | +35.2% | +15.4% |
| 1Y | +36.9% | -27.7% | +64.6% | +44.2% |
| 3Y | +47.0% | +15.3% | +31.7% | +42.1% |
| 5Y | +63.1% | -37.4% | +100.5% | +73.4% |
| 10Y | +68.2% | +117.5% | -49.3% | +45.8% |
| All | +1,143.8% | +3,340.8% | -2,197.0% | +664.3% |
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