+51.3%
GEV vs TRMB
-28.6%
+79.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.4% |
| 7D | +1.6% | -3.0% | +4.7% | +2.0% |
| 30D | -7.9% | +2.3% | -10.3% | -8.2% |
| 3M | +5.6% | +15.3% | -9.7% | +1.9% |
| 6M | +13.1% | -14.7% | +27.8% | +18.0% |
| YTD | +46.7% | -26.4% | +73.1% | +62.8% |
| 1Y | +51.3% | -30.4% | +81.7% | +70.0% |
| All | +51.3% | -28.6% | +79.9% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling