+27,898.3%
LOW vs TRMB
+3,381.2%
+24,517.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -1.7% | -2.5% | +0.8% | -1.3% |
| 30D | -7.0% | +1.5% | -8.6% | -7.3% |
| 3M | -0.9% | +6.8% | -7.6% | -2.1% |
| 6M | -20.1% | -14.9% | -5.1% | -18.0% |
| YTD | -13.9% | -24.1% | +10.2% | -10.1% |
| 1Y | -21.1% | -25.4% | +4.3% | -17.5% |
| 3Y | -6.6% | +8.0% | -14.6% | -9.3% |
| 5Y | +9.4% | -37.3% | +46.7% | +15.5% |
| 10Y | +220.5% | +116.8% | +103.7% | +176.2% |
| All | +27,898.3% | +3,381.2% | +24,517.1% | +17,046.3% |
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 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