-71.5%
S vs TRMB
-37.5%
-34.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.3% |
| 7D | -5.8% | -0.3% | -5.5% | -5.6% |
| 30D | -9.2% | -1.2% | -8.0% | -8.3% |
| 3M | +23.4% | +9.6% | +13.8% | +13.2% |
| 6M | +36.9% | -16.1% | +53.1% | +57.9% |
| YTD | +29.5% | -25.0% | +54.5% | +63.9% |
| 1Y | +5.4% | -27.7% | +33.1% | +36.6% |
| 3Y | +14.7% | +15.3% | -0.6% | -8.1% |
| 5Y | -71.5% | -37.4% | -34.1% | -48.3% |
| All | -71.5% | -37.5% | -34.0% | -48.3% |
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 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