+19,586.7%
HD vs TRMB
+3,381.2%
+16,205.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.1% |
| 7D | -2.1% | -2.5% | +0.5% | -1.7% |
| 30D | -8.4% | +1.5% | -9.9% | -8.7% |
| 3M | +4.3% | +6.8% | -2.4% | +3.1% |
| 6M | -11.1% | -14.9% | +3.8% | -9.1% |
| YTD | -4.7% | -24.1% | +19.4% | -0.8% |
| 1Y | -19.8% | -25.4% | +5.6% | -16.5% |
| 3Y | +4.1% | +8.0% | -3.9% | +1.3% |
| 5Y | +10.3% | -37.3% | +47.6% | +15.8% |
| 10Y | +203.2% | +116.8% | +86.4% | +162.6% |
| All | +19,586.7% | +3,381.2% | +16,205.5% | +10,703.7% |
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 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