+3,094.0%
SPY vs TRMB
+3,656.0%
-562.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | +0.1% | -2.5% | +2.6% | +0.5% |
| 30D | +0.1% | +1.5% | -1.5% | -0.3% |
| 3M | +2.0% | +6.8% | -4.8% | +0.6% |
| 6M | +13.0% | -14.9% | +28.0% | +15.7% |
| YTD | +13.5% | -24.1% | +37.6% | +18.3% |
| 1Y | +20.0% | -25.4% | +45.4% | +25.2% |
| 3Y | +77.2% | +8.0% | +69.2% | +72.4% |
| 5Y | +81.9% | -37.3% | +119.2% | +91.8% |
| 10Y | +314.1% | +116.8% | +197.3% | +255.6% |
| All | +3,094.0% | +3,656.0% | -562.0% | +1,758.1% |
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