+84.5%
PR vs TRMB
+102.3%
-17.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | +6.0% | +2.8% | +3.1% | +4.2% |
| 30D | -4.2% | -5.9% | +1.7% | -2.0% |
| 3M | +10.0% | -3.3% | +13.3% | +10.1% |
| 6M | +15.6% | +1.3% | +14.3% | +10.3% |
| YTD | +68.2% | -29.0% | +97.2% | +97.3% |
| 1Y | +79.2% | -27.8% | +107.0% | +107.0% |
| 3Y | +94.9% | +36.3% | +58.6% | +40.0% |
| 5Y | +272.8% | -35.8% | +308.6% | +334.7% |
| All | +84.5% | +102.3% | -17.9% | +9.4% |
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 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