+7,049.9%
SO vs TRMB
+3,067.4%
+3,982.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.1% |
| 7D | -1.5% | -16.7% | +15.2% | -0.8% |
| 30D | +8.1% | -9.9% | +18.0% | +8.4% |
| 3M | +0.2% | -7.6% | +7.8% | +0.4% |
| 6M | +0.4% | -14.7% | +15.1% | +0.9% |
| YTD | +8.5% | -30.9% | +39.4% | +9.9% |
| 1Y | +4.9% | -31.3% | +36.3% | +6.2% |
| 3Y | +47.9% | +29.4% | +18.5% | +45.3% |
| 5Y | +75.7% | -37.4% | +113.0% | +76.9% |
| 10Y | +178.0% | +109.2% | +68.8% | +166.8% |
| All | +7,049.9% | +3,067.4% | +3,982.5% | +6,107.2% |
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