+81.0%
F vs TRMB
+105.8%
-24.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.2% |
| 7D | -0.6% | -17.0% | +16.3% | +6.8% |
| 30D | +2.9% | -9.0% | +11.9% | +5.8% |
| 3M | -9.5% | -8.1% | -1.4% | -7.5% |
| 6M | +4.0% | -10.1% | +14.1% | +6.5% |
| YTD | -1.3% | -30.2% | +28.9% | +13.0% |
| 1Y | -1.9% | -30.7% | +28.8% | +12.4% |
| 3Y | +53.5% | +32.6% | +20.9% | +24.5% |
| 5Y | -15.1% | -38.1% | +23.0% | -3.1% |
| 10Y | +81.0% | +98.9% | -17.9% | +26.1% |
| All | +81.0% | +105.8% | -24.8% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling