-86.1%
SPXU vs TRMB
-39.6%
-46.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +0.8% |
| 7D | +6.4% | -5.4% | +11.8% | +0.4% |
| 30D | +5.9% | -2.0% | +7.9% | +4.0% |
| 3M | -11.7% | +12.3% | -24.0% | +0.6% |
| 6M | -28.7% | -17.6% | -11.1% | -41.3% |
| YTD | -26.4% | -27.5% | +1.1% | -47.0% |
| 1Y | -35.2% | -29.1% | -6.1% | -53.6% |
| 3Y | -79.8% | +11.5% | -91.3% | -69.9% |
| 5Y | -86.1% | -39.5% | -46.6% | -86.0% |
| All | -86.1% | -39.6% | -46.4% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling