+264.0%
SPOT vs TRMB
+69.0%
+195.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.7% |
| 7D | -0.9% | -2.5% | +1.6% | +0.2% |
| 30D | +12.5% | +1.5% | +11.0% | +11.5% |
| 3M | +9.9% | +6.8% | +3.1% | +6.0% |
| 6M | +1.6% | -14.9% | +16.5% | +8.3% |
| YTD | -6.6% | -24.1% | +17.5% | +4.6% |
| 1Y | -22.9% | -25.4% | +2.5% | -13.7% |
| 3Y | +244.3% | +8.0% | +236.3% | +210.5% |
| 5Y | +117.8% | -37.3% | +155.1% | +151.1% |
| All | +264.0% | +69.0% | +195.0% | +177.3% |
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