-32.6%
MOD vs TRMB
-31.2%
-1.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -17.3% | -4.1% | -13.2% |
| 7D | -31.3% | -15.7% | -15.6% | -24.5% |
| 30D | -46.1% | -7.8% | -38.4% | -42.2% |
| 3M | -51.1% | -9.3% | -41.8% | -47.3% |
| 6M | -62.1% | -20.8% | -41.2% | -54.5% |
| YTD | -26.2% | -30.8% | +4.6% | -2.2% |
| 1Y | -32.6% | -31.0% | -1.6% | -6.9% |
| All | -32.6% | -31.2% | -1.3% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling