+1,112.1%
PSX vs TRMB
+124.3%
+987.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +4.5% | -2.5% | +7.1% | +5.5% |
| 30D | +26.6% | +1.5% | +25.1% | +25.6% |
| 3M | +39.3% | +6.8% | +32.5% | +34.9% |
| 6M | +56.8% | -14.9% | +71.8% | +64.0% |
| YTD | +101.8% | -24.1% | +125.9% | +119.0% |
| 1Y | +99.6% | -25.4% | +125.0% | +116.7% |
| 3Y | +140.3% | +8.0% | +132.3% | +122.5% |
| 5Y | +339.3% | -37.3% | +376.6% | +383.6% |
| 10Y | +369.9% | +116.8% | +253.0% | +213.9% |
| All | +1,112.1% | +124.3% | +987.8% | +632.3% |
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