+6,722.4%
SO vs TRMB
+3,381.2%
+3,341.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.2% | -2.5% | +2.4% | -0.1% |
| 30D | -4.6% | +1.5% | -6.1% | -4.7% |
| 3M | -3.0% | +6.8% | -9.8% | -3.3% |
| 6M | -8.3% | -14.9% | +6.7% | -7.8% |
| YTD | +3.5% | -24.1% | +27.6% | +4.5% |
| 1Y | -0.9% | -25.4% | +24.5% | 0.0% |
| 3Y | +45.4% | +8.0% | +37.3% | +43.9% |
| 5Y | +59.6% | -37.3% | +96.9% | +60.8% |
| 10Y | +156.6% | +116.8% | +39.8% | +145.9% |
| All | +6,722.4% | +3,381.2% | +3,341.2% | +5,805.4% |
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