+124.3%
MOD vs TRMB
+26.2%
+98.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.2% | -6.4% |
| 7D | -34.2% | -17.9% | -16.2% | -22.1% |
| 30D | -51.9% | -12.0% | -39.9% | -46.2% |
| 3M | -53.0% | -8.4% | -44.6% | -49.5% |
| 6M | -66.4% | -21.5% | -44.8% | -59.2% |
| YTD | -31.5% | -31.5% | 0.0% | -7.0% |
| 1Y | -39.6% | -33.4% | -6.1% | -14.3% |
| All | +124.3% | +26.2% | +98.1% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling