+3.9%
P vs TRMB
-33.2%
+37.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.7% | +3.3% |
| 7D | -23.8% | -16.7% | -7.1% | -20.6% |
| 30D | -36.6% | -9.9% | -26.7% | -35.2% |
| 3M | +10.9% | -7.6% | +18.5% | +11.9% |
| 6M | +30.0% | -14.7% | +44.7% | +36.7% |
| YTD | +44.4% | -30.9% | +75.3% | +69.0% |
| 1Y | +3.9% | -31.3% | +35.3% | +22.2% |
| All | +3.9% | -33.2% | +37.1% | +22.2% |
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