+1,082.7%
MOD vs TRMB
-36.0%
+1,118.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.3% | +28.2% | +28.1% |
| 7D | +40.4% | +2.8% | +37.6% | +37.8% |
| 30D | -14.0% | -5.9% | -8.1% | -9.5% |
| 3M | -33.3% | -3.3% | -30.0% | -31.5% |
| 6M | -51.4% | +1.3% | -52.8% | -52.5% |
| YTD | +1.6% | -29.0% | +30.6% | +26.3% |
| 1Y | +5.4% | -27.8% | +33.1% | +30.3% |
| 3Y | +191.0% | +36.3% | +154.7% | +148.7% |
| All | +1,082.7% | -36.0% | +1,118.8% | +1,307.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling