+5,228.9%
GEN vs TRMB
+3,381.2%
+1,847.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.9% |
| 7D | -1.2% | -2.5% | +1.3% | -0.6% |
| 30D | +10.1% | +1.5% | +8.6% | +9.8% |
| 3M | +16.1% | +6.8% | +9.3% | +14.5% |
| 6M | +38.9% | -14.9% | +53.8% | +43.6% |
| YTD | +14.4% | -24.1% | +38.5% | +21.1% |
| 1Y | +5.9% | -25.4% | +31.3% | +12.3% |
| 3Y | +58.8% | +8.0% | +50.8% | +54.8% |
| 5Y | +24.7% | -37.3% | +62.0% | +33.8% |
| 10Y | +163.1% | +116.8% | +46.3% | +112.6% |
| All | +5,228.9% | +3,381.2% | +1,847.8% | +2,109.9% |
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