+167.1%
P vs TRMB
+26.2%
+140.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.1% | -15.3% | -15.8% |
| 7D | -31.9% | -17.9% | -14.0% | -24.9% |
| 30D | -36.5% | -12.0% | -24.5% | -32.9% |
| 3M | +11.6% | -8.4% | +20.0% | +14.0% |
| 6M | +25.2% | -21.5% | +46.7% | +40.8% |
| YTD | +39.4% | -31.5% | +71.0% | +71.8% |
| 1Y | -3.7% | -33.4% | +29.7% | +21.4% |
| All | +167.1% | +26.2% | +140.9% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling