+30.0%
IR vs TRMB
+29.6%
+0.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.2% |
| 7D | +5.0% | -17.0% | +22.0% | +13.1% |
| 30D | +10.3% | -9.0% | +19.3% | +13.4% |
| 3M | -0.1% | -8.1% | +8.0% | +1.9% |
| 6M | +14.8% | -10.1% | +24.8% | +17.9% |
| YTD | +9.7% | -30.2% | +40.0% | +28.4% |
| 1Y | +12.2% | -30.7% | +42.9% | +31.5% |
| 3Y | +30.0% | +32.6% | -2.6% | +18.3% |
| All | +30.0% | +29.6% | +0.4% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling