+32.6%
NET vs TRMB
-40.5%
+73.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -17.3% | +14.7% | +13.4% |
| 7D | -16.4% | -15.7% | -0.7% | -4.6% |
| 30D | -25.8% | -7.8% | -18.1% | -22.8% |
| 3M | -11.5% | -9.3% | -2.2% | -7.1% |
| 6M | +18.9% | -20.8% | +39.7% | +41.4% |
| YTD | +35.2% | -30.8% | +66.0% | +82.3% |
| 1Y | +14.5% | -31.0% | +45.4% | +53.6% |
| 3Y | +313.8% | +27.9% | +285.9% | +158.4% |
| 5Y | +32.6% | -37.4% | +69.9% | +131.0% |
| All | +32.6% | -40.5% | +73.1% | +131.0% |
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 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