+247.9%
SOXX vs TRMB
-39.0%
+286.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.0% |
| 7D | +1.4% | -3.0% | +4.4% | +3.3% |
| 30D | -3.6% | +2.3% | -5.9% | -5.4% |
| 3M | -10.2% | +15.3% | -25.5% | -19.8% |
| 6M | +54.2% | -14.7% | +68.9% | +66.5% |
| YTD | +75.2% | -26.4% | +101.6% | +107.4% |
| 1Y | +107.5% | -30.4% | +137.9% | +155.2% |
| 3Y | +226.8% | +13.5% | +213.2% | +178.2% |
| All | +247.9% | -39.0% | +286.9% | +352.8% |
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