-33.5%
MOD vs TRMB
-31.3%
-2.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.8% | +9.4% |
| 7D | -13.9% | -17.0% | +3.0% | -5.2% |
| 30D | -41.5% | -9.0% | -32.5% | -37.1% |
| 3M | -45.7% | -8.1% | -37.6% | -41.8% |
| 6M | -61.1% | -10.1% | -51.1% | -56.8% |
| YTD | -20.5% | -30.2% | +9.7% | +4.5% |
| All | -33.5% | -31.3% | -2.3% | -7.3% |
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