+852.0%
MOD vs TRMB
+104.0%
+748.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.2% | -6.5% |
| 7D | -34.2% | -17.9% | -16.2% | -23.8% |
| 30D | -51.9% | -12.0% | -39.9% | -47.0% |
| 3M | -53.0% | -8.4% | -44.6% | -50.0% |
| 6M | -66.4% | -21.5% | -44.8% | -61.0% |
| YTD | -31.5% | -31.5% | 0.0% | -13.8% |
| 1Y | -39.6% | -33.4% | -6.1% | -21.6% |
| 3Y | +116.8% | +26.5% | +90.3% | +87.7% |
| 5Y | +713.8% | -37.9% | +751.7% | +974.3% |
| All | +852.0% | +104.0% | +748.0% | +519.2% |
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