+2,550.6%
SOXX vs TRMB
+1,724.7%
+825.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.2% |
| 7D | +1.4% | -3.0% | +4.4% | +2.7% |
| 30D | -3.6% | +2.3% | -5.9% | -4.8% |
| 3M | -10.2% | +15.3% | -25.5% | -16.8% |
| 6M | +54.2% | -14.7% | +68.9% | +62.1% |
| YTD | +75.2% | -26.4% | +101.6% | +95.3% |
| 1Y | +107.5% | -30.4% | +137.9% | +137.2% |
| 3Y | +226.8% | +13.5% | +213.2% | +200.2% |
| 5Y | +251.2% | -38.6% | +289.8% | +318.0% |
| 10Y | +1,567.6% | +121.8% | +1,445.9% | +1,060.5% |
| All | +2,550.6% | +1,724.7% | +825.9% | +502.6% |
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 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