+21.7%
P vs TRMB
-29.0%
+50.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.2% | +1.3% | +3.6% |
| 7D | -4.7% | +4.1% | -8.8% | -5.6% |
| 30D | -31.4% | -5.1% | -26.4% | -30.9% |
| 3M | -2.6% | -2.6% | 0.0% | -3.0% |
| 6M | +21.9% | -2.7% | +24.6% | +22.2% |
| YTD | +58.9% | -27.9% | +86.8% | +83.9% |
| 1Y | +21.7% | -29.0% | +50.8% | +43.4% |
| All | +21.7% | -29.0% | +50.7% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling