+3,800.0%
FIX vs TRMB
+105.8%
+3,694.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.1% | +8.4% | +8.9% |
| 7D | -7.2% | -17.0% | +9.7% | +2.3% |
| 30D | -35.1% | -9.0% | -26.1% | -31.8% |
| 3M | -34.3% | -8.1% | -26.2% | -31.7% |
| 6M | -42.9% | -10.1% | -32.9% | -41.0% |
| YTD | +19.5% | -30.2% | +49.7% | +39.8% |
| 1Y | +16.8% | -30.7% | +47.5% | +37.6% |
| 3Y | +506.7% | +32.6% | +474.1% | +419.3% |
| 5Y | +1,046.7% | -38.1% | +1,084.8% | +1,278.9% |
| 10Y | +3,800.0% | +98.9% | +3,701.1% | +2,547.7% |
| All | +3,800.0% | +105.8% | +3,694.2% | +2,547.7% |
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