+59.1%
T vs TRMB
+102.8%
-43.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | -16.6% | +19.1% | +5.2% |
| 30D | -1.1% | -8.9% | +7.8% | -0.1% |
| 3M | -7.7% | -6.3% | -1.4% | -7.3% |
| 6M | -10.6% | -10.0% | -0.7% | -9.8% |
| YTD | -7.5% | -30.1% | +22.7% | -3.0% |
| 1Y | -7.4% | -31.3% | +23.9% | -2.8% |
| 3Y | +63.1% | +30.8% | +32.2% | +48.2% |
| 5Y | +55.2% | -35.9% | +91.1% | +59.4% |
| All | +59.1% | +102.8% | -43.7% | +31.4% |
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