+75.8%
PR vs TRMB
-33.2%
+109.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.9% |
| 7D | -16.4% | -16.7% | +0.3% | -16.3% |
| 30D | -1.9% | -9.9% | +8.0% | -0.9% |
| 3M | +8.0% | -7.6% | +15.5% | +9.4% |
| 6M | +4.1% | -14.7% | +18.8% | +6.5% |
| YTD | +58.7% | -30.9% | +89.6% | +60.3% |
| 1Y | +75.8% | -31.3% | +107.2% | +78.2% |
| All | +75.8% | -33.2% | +109.0% | +78.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling