+3.8%
MSCI vs TRMB
-38.3%
+42.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.7% |
| 7D | +2.8% | -16.7% | +19.5% | +9.7% |
| 30D | +15.4% | -9.9% | +25.3% | +18.7% |
| 3M | +13.4% | -7.6% | +21.0% | +15.0% |
| 6M | +10.9% | -14.7% | +25.6% | +16.2% |
| YTD | +13.0% | -30.9% | +43.9% | +30.1% |
| 1Y | +12.0% | -31.3% | +43.4% | +28.9% |
| 3Y | +34.1% | +29.4% | +4.7% | +2.6% |
| All | +3.8% | -38.3% | +42.1% | +35.5% |
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