+3,168.2%
MAR vs TRMB
+1,794.1%
+1,374.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +1.6% | +2.8% | -1.2% | +0.8% |
| 30D | +13.8% | -5.9% | +19.7% | +14.9% |
| 3M | +20.3% | -3.3% | +23.6% | +20.4% |
| 6M | +21.3% | +1.3% | +20.0% | +19.3% |
| YTD | +37.2% | -29.0% | +66.2% | +48.2% |
| 1Y | +48.4% | -27.8% | +76.2% | +59.5% |
| 3Y | +120.1% | +36.3% | +83.8% | +98.0% |
| 5Y | +182.1% | -35.8% | +217.9% | +205.6% |
| 10Y | +530.2% | +103.1% | +427.1% | +409.2% |
| All | +3,168.2% | +1,794.1% | +1,374.0% | +1,383.1% |
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