+520.0%
F vs TRMB
+3,039.9%
-2,519.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +1.4% | -17.9% | +19.3% | +4.8% |
| 30D | +2.0% | -12.0% | +14.0% | +4.0% |
| 3M | -10.4% | -8.4% | -1.9% | -9.3% |
| 6M | +9.7% | -21.5% | +31.3% | +13.9% |
| YTD | -1.2% | -31.5% | +30.4% | +5.0% |
| 1Y | 0.0% | -33.4% | +33.5% | +6.8% |
| 3Y | +41.1% | +26.5% | +14.6% | +33.1% |
| 5Y | -11.4% | -37.9% | +26.5% | -5.1% |
| 10Y | +85.0% | +107.3% | -22.4% | +60.4% |
| All | +520.0% | +3,039.9% | -2,519.9% | +264.4% |
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 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