-79.4%
SPXU vs TRMB
+10.8%
-90.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.0% |
| 7D | +6.4% | -5.4% | +11.8% | +1.6% |
| 30D | +5.9% | -2.0% | +7.9% | +4.5% |
| 3M | -11.7% | +12.3% | -24.0% | -1.7% |
| 6M | -28.7% | -17.6% | -11.1% | -38.9% |
| YTD | -26.4% | -27.5% | +1.1% | -43.6% |
| 1Y | -35.2% | -29.1% | -6.1% | -50.4% |
| All | -79.4% | +10.8% | -90.3% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling