+2,936.9%
MOD vs TRMB
+3,381.2%
-444.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.6% |
| 7D | +9.6% | -2.5% | +12.1% | +10.3% |
| 30D | 0.0% | +1.5% | -1.5% | -0.6% |
| 3M | -35.4% | +6.8% | -42.1% | -37.1% |
| 6M | -7.3% | -14.9% | +7.7% | -4.0% |
| YTD | +45.8% | -24.1% | +69.9% | +55.0% |
| 1Y | +43.1% | -25.4% | +68.5% | +53.6% |
| 3Y | +297.7% | +8.0% | +289.7% | +292.9% |
| 5Y | +1,478.8% | -37.3% | +1,516.1% | +1,680.1% |
| 10Y | +1,633.4% | +116.8% | +1,516.6% | +1,381.7% |
| All | +2,936.9% | +3,381.2% | -444.3% | +1,727.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling