+3,375.1%
EXC vs TRMB
+3,381.2%
-6.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -1.0% |
| 7D | +0.3% | -2.5% | +2.8% | +0.5% |
| 30D | -3.7% | +1.5% | -5.2% | -3.9% |
| 3M | -1.3% | +6.8% | -8.1% | -1.9% |
| 6M | -9.7% | -14.9% | +5.2% | -8.8% |
| YTD | +2.9% | -24.1% | +27.0% | +4.7% |
| 1Y | +4.4% | -25.4% | +29.8% | +6.3% |
| 3Y | +22.2% | +8.0% | +14.2% | +20.0% |
| 5Y | +46.7% | -37.3% | +84.0% | +49.0% |
| 10Y | +155.3% | +116.8% | +38.5% | +136.0% |
| All | +3,375.1% | +3,381.2% | -6.1% | +2,639.7% |
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