+7,433.0%
FIX vs TRMB
+1,713.2%
+5,719.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.1% | -10.5% | -11.3% |
| 7D | -27.2% | -17.9% | -9.3% | -22.8% |
| 30D | -46.9% | -12.0% | -34.9% | -44.9% |
| 3M | -44.4% | -8.4% | -36.0% | -43.1% |
| 6M | -50.9% | -21.5% | -29.4% | -48.0% |
| YTD | +3.5% | -31.5% | +35.1% | +13.5% |
| 1Y | -2.1% | -33.4% | +31.3% | +8.4% |
| 3Y | +418.7% | +26.5% | +392.3% | +386.3% |
| 5Y | +894.6% | -37.9% | +932.5% | +1,009.9% |
| 10Y | +3,465.5% | +107.3% | +3,358.2% | +2,799.9% |
| All | +7,433.0% | +1,713.2% | +5,719.8% | +3,293.8% |
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