+779.7%
MSCI vs TRMB
+105.8%
+673.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | +1.5% | -17.0% | +18.4% | +8.7% |
| 30D | +14.4% | -9.0% | +23.4% | +17.5% |
| 3M | +15.2% | -8.1% | +23.3% | +17.5% |
| 6M | +11.2% | -10.1% | +21.3% | +14.0% |
| YTD | +13.9% | -30.2% | +44.1% | +30.5% |
| 1Y | +12.5% | -30.7% | +43.2% | +28.8% |
| 3Y | +32.3% | +32.6% | -0.3% | +5.5% |
| 5Y | +4.9% | -38.1% | +43.0% | +20.0% |
| 10Y | +779.7% | +98.9% | +680.8% | +513.0% |
| All | +779.7% | +105.8% | +673.9% | +513.0% |
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 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