+1,264.6%
MOD vs TRMB
+3,039.9%
-1,775.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.2% | -7.0% |
| 7D | -34.2% | -17.9% | -16.2% | -30.1% |
| 30D | -51.9% | -12.0% | -39.9% | -49.9% |
| 3M | -53.0% | -8.4% | -44.6% | -51.7% |
| 6M | -66.4% | -21.5% | -44.8% | -64.2% |
| YTD | -31.5% | -31.5% | 0.0% | -24.7% |
| 1Y | -39.6% | -33.4% | -6.1% | -32.7% |
| 3Y | +116.8% | +26.5% | +90.3% | +108.4% |
| 5Y | +713.8% | -37.9% | +751.7% | +828.4% |
| 10Y | +882.7% | +107.3% | +775.3% | +757.8% |
| All | +1,264.6% | +3,039.9% | -1,775.3% | +749.5% |
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 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