+449.6%
P vs TRMB
+215.9%
+233.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.1% | -15.3% | -15.7% |
| 7D | -31.9% | -17.9% | -14.0% | -24.1% |
| 30D | -36.5% | -12.0% | -24.5% | -32.4% |
| 3M | +11.6% | -8.4% | +20.0% | +14.8% |
| 6M | +25.2% | -21.5% | +46.7% | +39.8% |
| YTD | +39.4% | -31.5% | +71.0% | +68.6% |
| 1Y | -3.7% | -33.4% | +29.7% | +18.7% |
| 3Y | +167.3% | +26.5% | +140.8% | +120.1% |
| 5Y | +237.3% | -37.9% | +275.2% | +318.3% |
| 10Y | +698.6% | +107.3% | +591.3% | +427.5% |
| All | +449.6% | +215.9% | +233.7% | +259.6% |
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