+639.9%
LYB vs TRMB
+266.5%
+373.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -0.7% | -5.4% | +4.7% | +1.7% |
| 30D | +1.5% | -2.0% | +3.5% | +2.2% |
| 3M | -0.3% | +12.3% | -12.6% | -6.4% |
| 6M | +0.1% | -17.6% | +17.7% | +6.6% |
| YTD | +53.4% | -27.5% | +80.9% | +72.6% |
| 1Y | +25.6% | -29.1% | +54.7% | +42.2% |
| 3Y | -21.3% | +11.5% | -32.8% | -30.1% |
| 5Y | -2.4% | -39.5% | +37.0% | +11.1% |
| 10Y | +48.8% | +118.6% | -69.8% | -12.5% |
| All | +639.9% | +266.5% | +373.4% | +181.9% |
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