-99.5%
SPXU vs TRMB
+121.9%
-221.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -0.9% |
| 7D | +2.5% | -3.0% | +5.5% | -0.7% |
| 30D | +4.2% | +2.3% | +1.9% | +7.1% |
| 3M | -9.3% | +15.3% | -24.6% | +6.4% |
| 6M | -30.7% | -14.7% | -16.0% | -40.5% |
| YTD | -28.1% | -26.4% | -1.7% | -47.0% |
| 1Y | -35.2% | -30.4% | -4.8% | -54.2% |
| 3Y | -79.9% | +13.5% | -93.5% | -69.8% |
| 5Y | -86.4% | -38.6% | -47.8% | -85.2% |
| All | -99.5% | +121.9% | -221.4% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling