+311.2%
SPY vs TRMB
+118.7%
+192.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.0% | -5.4% | +3.4% | 0.0% |
| 30D | -1.7% | -2.0% | +0.3% | -1.1% |
| 3M | +4.7% | +12.3% | -7.6% | -0.2% |
| 6M | +12.5% | -17.6% | +30.1% | +19.5% |
| YTD | +11.7% | -27.5% | +39.2% | +23.9% |
| 1Y | +17.5% | -29.1% | +46.6% | +31.0% |
| 3Y | +76.6% | +11.5% | +65.1% | +62.1% |
| 5Y | +82.0% | -39.5% | +121.5% | +104.7% |
| All | +311.2% | +118.7% | +192.5% | +190.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling