+6,045.6%
IT vs TRMB
+3,002.8%
+3,042.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.4% |
| 7D | -6.0% | -2.5% | -3.5% | -5.4% |
| 30D | 0.0% | +1.5% | -1.5% | -0.3% |
| 3M | +13.1% | +6.8% | +6.3% | +11.8% |
| 6M | +11.7% | -14.9% | +26.6% | +16.4% |
| YTD | -26.1% | -24.1% | -2.0% | -20.8% |
| 1Y | -21.3% | -25.4% | +4.1% | -15.4% |
| 3Y | -46.7% | +8.0% | -54.8% | -47.9% |
| 5Y | -40.5% | -37.3% | -3.2% | -34.7% |
| 10Y | +103.9% | +116.8% | -12.9% | +70.5% |
| All | +6,045.6% | +3,002.8% | +3,042.8% | +2,837.1% |
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 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