+101.4%
TD vs TRMB
-36.0%
+137.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.1% | +2.8% | -1.7% | +0.5% |
| 30D | +5.2% | -5.9% | +11.1% | +5.8% |
| 3M | +1.2% | -3.3% | +4.5% | +1.0% |
| 6M | +17.7% | +1.3% | +16.4% | +15.5% |
| YTD | +34.2% | -29.0% | +63.2% | +44.1% |
| 1Y | +55.4% | -27.8% | +83.2% | +65.9% |
| 3Y | +130.4% | +36.3% | +94.1% | +98.8% |
| All | +101.4% | -36.0% | +137.4% | +107.1% |
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 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