+632.4%
GEV vs TRMB
-9.4%
+641.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +2.9% |
| 7D | +1.6% | -3.0% | +4.7% | +3.2% |
| 30D | -7.9% | +2.3% | -10.3% | -9.3% |
| 3M | +5.6% | +15.3% | -9.7% | -4.1% |
| 6M | +13.1% | -14.7% | +27.8% | +22.3% |
| YTD | +46.7% | -26.4% | +73.1% | +73.3% |
| 1Y | +51.3% | -30.4% | +81.7% | +86.3% |
| All | +632.4% | -9.4% | +641.8% | +648.8% |
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 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