+311.0%
SPYM vs TRMB
+102.3%
+208.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | +2.8% | -0.3% | +1.6% |
| 30D | -2.0% | -5.9% | +3.9% | -1.0% |
| 3M | -2.8% | -3.3% | +0.5% | -3.0% |
| 6M | +2.2% | +1.3% | +0.8% | -0.3% |
| YTD | +11.5% | -29.0% | +40.5% | +23.1% |
| 1Y | +13.5% | -27.8% | +41.3% | +24.4% |
| 3Y | +78.0% | +36.3% | +41.7% | +50.5% |
| 5Y | +73.1% | -35.8% | +109.0% | +88.6% |
| All | +311.0% | +102.3% | +208.6% | +199.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling