-7.5%
MSCI vs TRMB
-37.2%
+29.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.2% |
| 7D | +0.4% | -2.5% | +2.9% | +1.6% |
| 30D | +0.6% | +1.5% | -1.0% | -0.3% |
| 3M | -7.1% | +6.8% | -13.8% | -10.4% |
| 6M | +0.8% | -14.9% | +15.8% | +7.9% |
| YTD | +1.0% | -24.1% | +25.1% | +13.8% |
| 1Y | +4.3% | -25.4% | +29.7% | +17.7% |
| 3Y | +9.9% | +8.0% | +1.9% | -3.0% |
| All | -7.5% | -37.2% | +29.7% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling