+345.2%
IR vs TRMB
+53.8%
+291.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.2% |
| 7D | +5.0% | -17.0% | +22.0% | +13.9% |
| 30D | +10.3% | -9.0% | +19.3% | +14.0% |
| 3M | -0.1% | -8.1% | +8.0% | +2.5% |
| 6M | +14.8% | -10.1% | +24.8% | +18.3% |
| YTD | +9.7% | -30.2% | +40.0% | +27.7% |
| 1Y | +12.2% | -30.7% | +42.9% | +30.9% |
| 3Y | +30.0% | +32.6% | -2.6% | +6.9% |
| 5Y | +46.8% | -38.1% | +85.0% | +73.4% |
| All | +345.2% | +53.8% | +291.4% | +233.7% |
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 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