+45.2%
PL vs TRMB
-34.1%
+79.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.1% | +13.4% | +13.7% |
| 7D | +10.9% | -17.0% | +27.8% | +26.2% |
| 30D | -16.4% | -9.0% | -7.4% | -11.5% |
| 3M | -39.9% | -8.1% | -31.8% | -37.5% |
| 6M | -63.2% | -10.1% | -53.1% | -61.7% |
| YTD | -27.1% | -30.2% | +3.1% | -7.4% |
| 1Y | +12.2% | -30.7% | +42.9% | +43.8% |
| 3Y | +584.3% | +32.6% | +551.7% | +442.5% |
| 5Y | +37.0% | -38.1% | +75.1% | +77.0% |
| All | +45.2% | -34.1% | +79.3% | +87.0% |
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