+11,764.3%
LEN vs TRMB
+3,381.2%
+8,383.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -3.2% | -2.5% | -0.7% | -2.6% |
| 30D | -4.9% | +1.5% | -6.4% | -5.3% |
| 3M | -8.5% | +6.8% | -15.3% | -10.0% |
| 6M | -20.7% | -14.9% | -5.7% | -17.8% |
| YTD | -17.4% | -24.1% | +6.7% | -12.4% |
| 1Y | -38.2% | -25.4% | -12.9% | -34.3% |
| 3Y | -24.9% | +8.0% | -32.9% | -27.8% |
| 5Y | -11.4% | -37.3% | +25.9% | -3.9% |
| 10Y | +110.0% | +116.8% | -6.8% | +72.2% |
| All | +11,764.3% | +3,381.2% | +8,383.1% | +6,563.9% |
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