+160.5%
PR vs TRMB
+111.3%
+49.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -17.3% | +10.8% | +3.5% |
| 7D | -12.1% | -15.7% | +3.6% | -3.9% |
| 30D | +0.9% | -7.8% | +8.7% | +4.3% |
| 3M | +10.1% | -9.3% | +19.4% | +14.4% |
| 6M | +1.1% | -20.8% | +21.9% | +12.2% |
| YTD | +63.7% | -30.8% | +94.4% | +93.7% |
| 1Y | +87.0% | -31.0% | +118.0% | +119.9% |
| 3Y | +70.7% | +27.9% | +42.8% | +30.1% |
| 5Y | +246.8% | -37.4% | +284.2% | +308.0% |
| 10Y | +72.6% | +109.7% | -37.1% | +13.1% |
| All | +160.5% | +111.3% | +49.1% | +69.6% |
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