+134.1%
PSX vs TRMB
+13.0%
+121.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.9% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +27.8% | -1.2% | +29.0% | +27.9% |
| 3M | +42.0% | +9.6% | +32.4% | +37.6% |
| 6M | +58.1% | -16.1% | +74.2% | +65.7% |
| YTD | +105.0% | -25.0% | +130.0% | +122.7% |
| 1Y | +104.9% | -27.7% | +132.6% | +124.4% |
| 3Y | +134.1% | +15.3% | +118.8% | +120.2% |
| All | +134.1% | +13.0% | +121.0% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling