-46.3%
IT vs TRMB
-39.0%
-7.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -0.4% |
| 7D | -9.1% | -2.9% | -6.2% | -7.6% |
| 30D | -12.2% | -1.8% | -10.4% | -11.1% |
| 3M | +7.8% | +8.4% | -0.6% | +4.3% |
| 6M | +2.0% | -18.5% | +20.5% | +13.0% |
| YTD | -32.7% | -26.7% | -6.0% | -21.5% |
| 1Y | -31.1% | -28.3% | -2.8% | -19.1% |
| 3Y | -52.1% | +12.6% | -64.7% | -55.7% |
| 5Y | -46.3% | -38.7% | -7.6% | -28.3% |
| All | -46.3% | -39.0% | -7.3% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling