+37.0%
SOLS vs TRMB
-28.8%
+65.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | +14.0% | +2.8% | +11.2% | +13.7% |
| 30D | +10.0% | -5.9% | +15.8% | +11.3% |
| 3M | +5.8% | -3.3% | +9.1% | +7.2% |
| 6M | -25.2% | +1.3% | -26.5% | -23.7% |
| YTD | +36.5% | -29.0% | +65.5% | +48.1% |
| 1Y | +45.0% | -27.8% | +72.8% | +54.2% |
| All | +37.0% | -28.8% | +65.8% | +47.6% |
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