+21,505.6%
PH vs TRMB
+3,100.8%
+18,404.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.2% | +4.0% |
| 7D | +3.0% | -17.0% | +20.0% | +6.7% |
| 30D | -0.6% | -9.0% | +8.4% | +0.9% |
| 3M | -10.7% | -8.1% | -2.6% | -9.7% |
| 6M | +9.1% | -10.1% | +19.1% | +10.5% |
| YTD | +9.5% | -30.2% | +39.7% | +16.2% |
| 1Y | +14.0% | -30.7% | +44.7% | +21.1% |
| 3Y | +138.9% | +32.6% | +106.2% | +124.0% |
| 5Y | +209.1% | -38.1% | +247.3% | +231.9% |
| 10Y | +737.3% | +98.9% | +638.4% | +633.9% |
| All | +21,505.6% | +3,100.8% | +18,404.9% | +12,882.4% |
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 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