-39.1%
SPXU vs TRMB
-24.7%
-14.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.7% |
| 7D | -0.1% | -2.5% | +2.4% | -1.4% |
| 30D | +0.8% | +1.5% | -0.7% | +1.8% |
| 3M | -4.7% | +6.8% | -11.5% | -1.1% |
| 6M | -29.6% | -14.9% | -14.7% | -36.1% |
| YTD | -29.9% | -24.1% | -5.8% | -41.2% |
| 1Y | -39.1% | -25.4% | -13.7% | -48.4% |
| All | -39.1% | -24.7% | -14.4% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling