+95.1%
F vs TRMB
+116.7%
-21.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | +5.3% | -2.5% | +7.9% | +6.6% |
| 30D | +4.6% | +1.5% | +3.1% | +3.7% |
| 3M | -3.7% | +6.8% | -10.4% | -7.2% |
| 6M | +16.8% | -14.9% | +31.8% | +24.5% |
| YTD | +15.3% | -24.1% | +39.4% | +29.1% |
| 1Y | +31.0% | -25.4% | +56.4% | +47.4% |
| 3Y | +45.4% | +8.0% | +37.4% | +31.9% |
| 5Y | +54.7% | -37.3% | +92.0% | +78.0% |
| All | +95.1% | +116.7% | -21.6% | +26.5% |
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