+227.1%
LOW vs TRMB
+118.7%
+108.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.6% | -5.4% | +2.8% | -0.4% |
| 30D | -11.1% | -2.0% | -9.2% | -10.5% |
| 3M | -8.5% | +12.3% | -20.8% | -13.0% |
| 6M | -20.8% | -17.6% | -3.2% | -15.0% |
| YTD | -17.2% | -27.5% | +10.2% | -6.8% |
| 1Y | -24.7% | -29.1% | +4.4% | -14.8% |
| 3Y | -9.7% | +11.5% | -21.2% | -19.0% |
| 5Y | +6.0% | -39.5% | +45.5% | +21.5% |
| All | +227.1% | +118.7% | +108.4% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling