+34.0%
MSCI vs TRMB
+34.4%
-0.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.2% |
| 7D | -0.7% | +4.1% | -4.8% | -1.7% |
| 30D | +16.2% | -7.0% | +23.2% | +16.9% |
| 3M | +16.1% | -0.9% | +17.1% | +14.5% |
| 6M | +12.9% | -1.2% | +14.1% | +11.1% |
| YTD | +14.8% | -28.7% | +43.6% | +24.2% |
| 1Y | +13.8% | -32.1% | +45.9% | +24.7% |
| All | +34.0% | +34.4% | -0.5% | +14.9% |
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