+83.0%
PL vs TRMB
-28.3%
+111.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.4% |
| 7D | -9.3% | -2.5% | -6.8% | -7.6% |
| 30D | -18.9% | +1.5% | -20.4% | -20.4% |
| 3M | -58.4% | +6.8% | -65.1% | -61.3% |
| 6M | -30.3% | -14.9% | -15.4% | -22.6% |
| YTD | -8.1% | -24.1% | +16.0% | +11.6% |
| 1Y | +180.5% | -25.4% | +205.9% | +247.9% |
| 3Y | +444.1% | +8.0% | +436.1% | +406.8% |
| 5Y | +83.0% | -37.3% | +120.3% | +125.8% |
| All | +83.0% | -28.3% | +111.4% | +125.1% |
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