+6,191.3%
IT vs TRMB
+2,812.9%
+3,378.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | -3.7% | +4.1% | -7.7% | -4.6% |
| 30D | -3.1% | -7.0% | +3.9% | -1.9% |
| 3M | +6.3% | -0.9% | +7.3% | +6.2% |
| 6M | +24.8% | -1.2% | +26.0% | +25.1% |
| YTD | -24.4% | -28.7% | +4.4% | -18.1% |
| 1Y | -17.1% | -32.1% | +15.0% | -9.3% |
| 3Y | -53.6% | +33.4% | -87.0% | -56.8% |
| 5Y | -42.5% | -35.6% | -6.9% | -37.5% |
| 10Y | +88.8% | +103.8% | -15.0% | +59.6% |
| All | +6,191.3% | +2,812.9% | +3,378.5% | +2,938.0% |
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