+561.6%
SPYG vs TRMB
+1,437.6%
-875.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -1.6% | -1.2% | -0.3% | -1.3% |
| 3M | +3.4% | +9.6% | -6.2% | +0.5% |
| 6M | +18.9% | -16.1% | +35.0% | +23.6% |
| YTD | +13.8% | -25.0% | +38.8% | +21.6% |
| 1Y | +20.6% | -27.7% | +48.3% | +29.9% |
| 3Y | +100.5% | +15.3% | +85.2% | +88.8% |
| 5Y | +84.6% | -37.4% | +122.0% | +101.0% |
| 10Y | +410.8% | +117.5% | +293.3% | +302.9% |
| All | +561.6% | +1,437.6% | -875.9% | +188.2% |
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