+55.7%
T vs TRMB
-38.3%
+94.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +1.7% | -17.0% | +18.6% | +3.3% |
| 30D | -1.7% | -9.0% | +7.3% | -1.1% |
| 3M | -7.3% | -8.1% | +0.8% | -7.0% |
| 6M | -11.2% | -10.1% | -1.1% | -10.8% |
| YTD | -8.1% | -30.2% | +22.2% | -5.4% |
| 1Y | -8.0% | -30.7% | +22.7% | -5.4% |
| 3Y | +62.1% | +32.6% | +29.5% | +49.1% |
| 5Y | +55.7% | -38.1% | +93.8% | +44.6% |
| All | +55.7% | -38.3% | +94.0% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling