+52.9%
SOXX vs TRMB
-19.3%
+72.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.8% |
| 7D | +3.0% | -5.4% | +8.5% | +2.4% |
| 30D | -3.1% | -2.0% | -1.2% | -3.1% |
| 3M | -4.4% | +12.3% | -16.7% | -4.3% |
| 6M | +52.9% | -17.6% | +70.5% | +69.8% |
| All | +52.9% | -19.3% | +72.2% | +69.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling