+485.4%
P vs TRMB
+250.2%
+235.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | +6.5% | -2.5% | +9.1% | +8.2% |
| 30D | +18.8% | +1.5% | +17.3% | +16.9% |
| 3M | +26.7% | +6.8% | +20.0% | +19.6% |
| 6M | +62.2% | -14.9% | +77.1% | +75.4% |
| YTD | +48.5% | -24.1% | +72.6% | +71.6% |
| 1Y | +26.4% | -25.4% | +51.8% | +47.8% |
| 3Y | +159.4% | +8.0% | +151.4% | +136.9% |
| 5Y | +275.8% | -37.3% | +313.1% | +371.8% |
| 10Y | +732.0% | +116.8% | +615.2% | +431.3% |
| All | +485.4% | +250.2% | +235.1% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling