-36.6%
MOH vs TRMB
+12.4%
-49.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +2.0% |
| 7D | +1.7% | -3.0% | +4.8% | +1.6% |
| 30D | -0.9% | +2.3% | -3.2% | -0.8% |
| 3M | +5.7% | +15.3% | -9.6% | +6.2% |
| 6M | +39.1% | -14.7% | +53.8% | +38.0% |
| YTD | +17.7% | -26.4% | +44.1% | +17.1% |
| 1Y | +8.4% | -30.4% | +38.8% | +7.8% |
| 3Y | -36.6% | +13.5% | -50.1% | -35.2% |
| All | -36.6% | +12.4% | -49.0% | -35.2% |
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