+8.9%
MSCI vs TRMB
+13.5%
-4.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | +0.4% | -2.5% | +2.9% | +1.2% |
| 30D | +0.6% | +1.5% | -1.0% | 0.0% |
| 3M | -7.1% | +6.8% | -13.8% | -9.1% |
| 6M | +0.8% | -14.9% | +15.8% | +5.1% |
| YTD | +1.0% | -24.1% | +25.1% | +8.6% |
| 1Y | +4.3% | -25.4% | +29.7% | +12.3% |
| All | +8.9% | +13.5% | -4.6% | +2.7% |
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