+3,535.2%
EXC vs TRMB
+3,100.8%
+434.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -1.7% | -17.0% | +15.2% | -0.5% |
| 30D | +9.3% | -9.0% | +18.3% | +9.9% |
| 3M | +1.0% | -8.1% | +9.2% | +1.5% |
| 6M | +5.9% | -10.1% | +16.0% | +6.4% |
| YTD | +7.6% | -30.2% | +37.8% | +10.0% |
| 1Y | +2.4% | -30.7% | +33.1% | +4.7% |
| 3Y | +30.2% | +32.6% | -2.4% | +25.8% |
| 5Y | +41.4% | -38.1% | +79.5% | +43.5% |
| 10Y | +183.8% | +98.9% | +84.9% | +163.5% |
| All | +3,535.2% | +3,100.8% | +434.4% | +2,778.3% |
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