-15.2%
F vs TRMB
-38.8%
+23.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | +1.4% | -17.9% | +19.3% | +9.6% |
| 30D | +2.0% | -12.0% | +14.0% | +6.5% |
| 3M | -10.4% | -8.4% | -1.9% | -8.5% |
| 6M | +9.7% | -21.5% | +31.3% | +20.0% |
| YTD | -1.2% | -31.5% | +30.4% | +15.3% |
| 1Y | 0.0% | -33.4% | +33.5% | +18.2% |
| 3Y | +41.1% | +26.5% | +14.6% | +11.0% |
| All | -15.2% | -38.8% | +23.6% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling