-44.9%
S vs TRMB
-33.8%
-11.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.4% | -16.6% | +17.9% | +14.5% |
| 30D | -10.8% | -8.9% | -1.9% | -6.7% |
| 3M | +5.4% | -6.3% | +11.7% | +7.6% |
| 6M | +41.2% | -10.0% | +51.2% | +47.8% |
| YTD | +56.2% | -30.1% | +86.3% | +102.7% |
| 1Y | +36.3% | -31.3% | +67.6% | +78.2% |
| 3Y | +49.4% | +30.8% | +18.6% | +3.1% |
| 5Y | -66.9% | -35.9% | -30.9% | -47.7% |
| All | -44.9% | -33.8% | -11.1% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling