+77.5%
QQQ vs TRMB
-36.0%
+113.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +3.6% | +2.8% | +0.8% | +2.5% |
| 30D | -6.7% | -5.9% | -0.9% | -5.7% |
| 3M | -7.0% | -3.3% | -3.7% | -7.4% |
| 6M | -4.7% | +1.3% | -6.0% | -7.7% |
| YTD | +11.1% | -29.0% | +40.0% | +25.9% |
| 1Y | +12.3% | -27.8% | +40.0% | +26.1% |
| 3Y | +83.3% | +36.3% | +47.0% | +44.7% |
| All | +77.5% | -36.0% | +113.6% | +110.5% |
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