+19.0%
MSCI vs TRMB
-31.2%
+50.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -17.3% | +22.7% | +8.3% |
| 7D | +11.5% | -15.7% | +27.2% | +13.9% |
| 30D | +22.1% | -7.8% | +29.8% | +21.5% |
| 3M | +18.4% | -9.3% | +27.7% | +18.2% |
| 6M | +16.6% | -20.8% | +37.5% | +19.4% |
| YTD | +18.8% | -30.8% | +49.6% | +23.0% |
| 1Y | +19.0% | -31.0% | +50.0% | +23.0% |
| All | +19.0% | -31.2% | +50.2% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling