+169.5%
PR vs TRMB
+131.7%
+37.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +2.9% | -2.5% | +5.4% | +4.4% |
| 30D | +18.0% | +1.5% | +16.5% | +16.5% |
| 3M | +16.9% | +6.8% | +10.1% | +10.5% |
| 6M | +28.2% | -14.9% | +43.2% | +37.5% |
| YTD | +69.3% | -24.1% | +93.4% | +92.9% |
| 1Y | +69.5% | -25.4% | +94.9% | +92.7% |
| 3Y | +81.7% | +8.0% | +73.7% | +56.1% |
| 5Y | +422.2% | -37.3% | +459.6% | +529.8% |
| 10Y | +110.4% | +116.8% | -6.4% | +32.3% |
| All | +169.5% | +131.7% | +37.8% | +68.9% |
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