+45.8%
F vs TRMB
+34.4%
+11.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.5% |
| 7D | -3.9% | +4.1% | -8.0% | -5.2% |
| 30D | -0.5% | -7.0% | +6.5% | +0.6% |
| 3M | -12.9% | -0.9% | -12.0% | -14.3% |
| 6M | +1.5% | -1.2% | +2.7% | -0.5% |
| YTD | -5.0% | -28.7% | +23.7% | +6.9% |
| 1Y | -7.3% | -32.1% | +24.7% | +6.6% |
| All | +45.8% | +34.4% | +11.4% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling