+65.2%
PR vs TRMB
+105.7%
-40.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | -16.4% | -16.7% | +0.3% | -7.6% |
| 30D | -1.9% | -9.9% | +8.0% | +3.1% |
| 3M | +8.0% | -7.6% | +15.5% | +11.0% |
| 6M | +4.1% | -14.7% | +18.8% | +10.6% |
| YTD | +58.7% | -30.9% | +89.6% | +89.3% |
| 1Y | +75.8% | -31.3% | +107.2% | +109.0% |
| 3Y | +73.2% | +29.4% | +43.7% | +28.7% |
| 5Y | +230.1% | -37.4% | +267.5% | +290.6% |
| All | +65.2% | +105.7% | -40.6% | 0.0% |
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