+104.3%
PSX vs TRMB
-28.3%
+132.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +0.5% |
| 7D | +1.8% | -2.9% | +4.7% | +1.7% |
| 30D | +21.6% | -1.8% | +23.4% | +21.5% |
| 3M | +46.5% | +8.4% | +38.1% | +46.4% |
| 6M | +62.0% | -18.5% | +80.5% | +62.2% |
| YTD | +106.3% | -26.7% | +133.1% | +107.8% |
| All | +104.3% | -28.3% | +132.6% | +104.1% |
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