+261.9%
MOH vs TRMB
+121.9%
+140.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +1.6% |
| 7D | +1.7% | -3.0% | +4.8% | +2.4% |
| 30D | -0.9% | +2.3% | -3.2% | -1.5% |
| 3M | +5.7% | +15.3% | -9.6% | +1.9% |
| 6M | +39.1% | -14.7% | +53.8% | +43.1% |
| YTD | +17.7% | -26.4% | +44.1% | +25.1% |
| 1Y | +8.4% | -30.4% | +38.8% | +16.4% |
| 3Y | -36.6% | +13.5% | -50.1% | -42.7% |
| 5Y | -19.1% | -38.6% | +19.5% | -12.7% |
| All | +261.9% | +121.9% | +140.1% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling