+236.5%
SLV vs TRMB
+367.9%
-131.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | +3.7% | -16.6% | +20.2% | +5.7% |
| 30D | -15.2% | -8.9% | -6.3% | -14.5% |
| 3M | -21.8% | -6.3% | -15.4% | -21.5% |
| 6M | -36.3% | -10.0% | -26.4% | -35.9% |
| YTD | -27.8% | -30.1% | +2.3% | -25.0% |
| 1Y | +1.5% | -31.3% | +32.8% | +5.7% |
| 3Y | +128.5% | +30.8% | +97.7% | +116.0% |
| 5Y | +103.2% | -35.9% | +139.2% | +107.9% |
| 10Y | +164.7% | +101.7% | +63.0% | +127.4% |
| All | +236.5% | +367.9% | -131.4% | +113.2% |
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