+44.1%
PL vs TRMB
-34.0%
+78.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +5.6% | -16.6% | +22.2% | +19.8% |
| 30D | -16.9% | -8.9% | -8.1% | -12.2% |
| 3M | -38.2% | -6.3% | -31.9% | -36.7% |
| 6M | -63.4% | -10.0% | -53.5% | -62.0% |
| YTD | -27.6% | -30.1% | +2.5% | -8.1% |
| 1Y | +6.6% | -31.3% | +37.9% | +37.6% |
| 3Y | +557.6% | +30.8% | +526.8% | +426.4% |
| 5Y | +39.5% | -35.9% | +75.4% | +79.7% |
| All | +44.1% | -34.0% | +78.2% | +85.5% |
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 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