+7,145.2%
SO vs TRMB
+3,100.8%
+4,044.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.3% |
| 7D | -1.1% | -17.0% | +15.9% | -0.4% |
| 30D | +8.6% | -9.0% | +17.6% | +8.9% |
| 3M | +1.8% | -8.1% | +9.9% | +2.0% |
| 6M | +3.6% | -10.1% | +13.7% | +3.9% |
| YTD | +9.9% | -30.2% | +40.2% | +11.3% |
| 1Y | +5.7% | -30.7% | +36.4% | +7.0% |
| 3Y | +52.5% | +32.6% | +19.9% | +49.7% |
| 5Y | +77.3% | -38.1% | +115.5% | +78.6% |
| 10Y | +186.8% | +98.9% | +87.9% | +175.6% |
| All | +7,145.2% | +3,100.8% | +4,044.4% | +6,187.2% |
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