+40.6%
S vs TRMB
+27.3%
+13.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.1% |
| 7D | -13.4% | -16.7% | +3.2% | -4.6% |
| 30D | -14.0% | -9.9% | -4.1% | -10.5% |
| 3M | +4.9% | -7.6% | +12.4% | +7.1% |
| 6M | +42.0% | -14.7% | +56.7% | +52.9% |
| YTD | +45.1% | -30.9% | +76.1% | +82.0% |
| 1Y | +33.1% | -31.3% | +64.4% | +66.4% |
| 3Y | +40.6% | +29.4% | +11.2% | +3.7% |
| All | +40.6% | +27.3% | +13.3% | +3.7% |
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