+886.3%
MOD vs TRMB
+96.4%
+789.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | -17.8% | -16.6% | -1.3% | -5.9% |
| 30D | -43.2% | -8.9% | -34.3% | -38.9% |
| 3M | -46.0% | -6.3% | -39.7% | -43.5% |
| 6M | -62.2% | -10.0% | -52.3% | -60.1% |
| YTD | -22.8% | -30.1% | +7.3% | -4.1% |
| 1Y | -35.5% | -31.3% | -4.2% | -18.0% |
| 3Y | +128.2% | +30.8% | +97.4% | +93.2% |
| 5Y | +791.6% | -35.9% | +827.5% | +1,054.4% |
| 10Y | +886.3% | +101.7% | +784.6% | +547.5% |
| All | +886.3% | +96.4% | +789.9% | +547.5% |
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