+1,356.0%
MOH vs TRMB
+1,393.5%
-37.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | -4.2% | -2.9% | -1.3% | -3.5% |
| 30D | -2.4% | -1.8% | -0.6% | -2.1% |
| 3M | -4.4% | +8.4% | -12.8% | -6.5% |
| 6M | +32.9% | -18.5% | +51.5% | +38.3% |
| YTD | +11.9% | -26.7% | +38.6% | +18.7% |
| 1Y | +6.9% | -28.3% | +35.2% | +13.8% |
| 3Y | -39.4% | +12.6% | -52.0% | -44.2% |
| 5Y | -25.0% | -38.7% | +13.7% | -21.1% |
| 10Y | +244.9% | +120.8% | +124.1% | +152.0% |
| All | +1,356.0% | +1,393.5% | -37.5% | +613.5% |
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