+321.2%
MOD vs TRMB
+8.5%
+312.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +5.0% |
| 7D | +9.6% | -2.5% | +12.1% | +11.5% |
| 30D | 0.0% | +1.5% | -1.5% | -1.6% |
| 3M | -35.4% | +6.8% | -42.1% | -39.8% |
| 6M | -7.3% | -14.9% | +7.7% | +3.3% |
| YTD | +45.8% | -24.1% | +69.9% | +76.1% |
| 1Y | +43.1% | -25.4% | +68.5% | +77.5% |
| All | +321.2% | +8.5% | +312.6% | +306.0% |
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