+291.3%
IR vs TRMB
+67.3%
+224.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | -2.8% | -2.5% | -0.3% | -1.5% |
| 30D | -15.1% | +1.5% | -16.7% | -16.0% |
| 3M | +6.1% | +6.8% | -0.7% | +1.8% |
| 6M | -16.8% | -14.9% | -1.9% | -10.6% |
| YTD | -3.5% | -24.1% | +20.6% | +9.3% |
| 1Y | -3.5% | -25.4% | +21.9% | +10.0% |
| 3Y | +9.5% | +8.0% | +1.5% | +0.7% |
| 5Y | +45.1% | -37.3% | +82.4% | +73.0% |
| All | +291.3% | +67.3% | +224.0% | +185.4% |
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