+277.0%
IR vs TRMB
+61.5%
+215.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.8% |
| 7D | -1.9% | -2.9% | +1.0% | -0.4% |
| 30D | -15.0% | -1.8% | -13.3% | -14.4% |
| 3M | -0.4% | +8.4% | -8.8% | -5.1% |
| 6M | -15.0% | -18.5% | +3.5% | -6.6% |
| YTD | -7.1% | -26.7% | +19.7% | +7.2% |
| 1Y | -7.5% | -28.3% | +20.8% | +7.5% |
| 3Y | +6.3% | +12.6% | -6.3% | -4.4% |
| 5Y | +37.3% | -38.7% | +76.0% | +65.6% |
| All | +277.0% | +61.5% | +215.6% | +180.1% |
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