+81.8%
SPY vs TRMB
-37.5%
+119.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -0.9% | -1.2% | +0.3% | -0.7% |
| 3M | +3.9% | +9.6% | -5.7% | -0.1% |
| 6M | +14.5% | -16.1% | +30.6% | +21.2% |
| YTD | +12.9% | -25.0% | +37.9% | +24.2% |
| 1Y | +19.4% | -27.7% | +47.1% | +32.7% |
| 3Y | +78.5% | +15.3% | +63.2% | +61.0% |
| 5Y | +81.8% | -37.4% | +119.2% | +105.8% |
| All | +81.8% | -37.5% | +119.3% | +105.8% |
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