+3,058.8%
SPY vs TRMB
+3,467.2%
-408.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.8% |
| 7D | -0.9% | +4.1% | -5.0% | -1.6% |
| 30D | -2.4% | -5.1% | +2.7% | -1.9% |
| 3M | -1.2% | -2.6% | +1.4% | -1.2% |
| 6M | +3.3% | -2.7% | +6.0% | +3.0% |
| YTD | +12.3% | -27.9% | +40.2% | +17.5% |
| 1Y | +12.4% | -29.0% | +41.5% | +17.9% |
| 3Y | +78.8% | +35.0% | +43.9% | +67.4% |
| 5Y | +75.2% | -33.9% | +109.1% | +82.6% |
| 10Y | +311.1% | +106.1% | +205.0% | +254.6% |
| All | +3,058.8% | +3,467.2% | -408.3% | +1,745.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling