+363.8%
PSX vs TRMB
-37.5%
+401.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +37.7% |
| 6M | +58.1% | -16.1% | +74.2% | +64.8% |
| YTD | +105.0% | -25.0% | +130.0% | +120.3% |
| 1Y | +104.9% | -27.7% | +132.6% | +121.8% |
| 3Y | +134.1% | +15.3% | +118.8% | +118.4% |
| 5Y | +363.8% | -37.4% | +401.2% | +389.5% |
| All | +363.8% | -37.5% | +401.4% | +389.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling