+39.5%
PL vs TRMB
-33.0%
+72.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +10.0% | +2.8% | +7.2% | +7.8% |
| 30D | -2.3% | -5.9% | +3.6% | +0.6% |
| 3M | -44.2% | -3.3% | -40.9% | -44.2% |
| 6M | -66.1% | +1.3% | -67.5% | -67.9% |
| YTD | -30.0% | -29.0% | -1.0% | -12.2% |
| 1Y | +21.0% | -27.8% | +48.8% | +49.7% |
| 3Y | +516.5% | +36.3% | +480.2% | +379.0% |
| 5Y | +32.0% | -35.8% | +67.8% | +68.1% |
| All | +39.5% | -33.0% | +72.5% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling