+8,128.2%
TD vs TRMB
+1,716.8%
+6,411.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.1% | +2.8% | -1.7% | +0.6% |
| 30D | +5.2% | -5.9% | +11.1% | +5.8% |
| 3M | +1.2% | -3.3% | +4.5% | +1.2% |
| 6M | +17.7% | +1.3% | +16.4% | +16.4% |
| YTD | +34.2% | -29.0% | +63.2% | +40.7% |
| 1Y | +55.4% | -27.8% | +83.2% | +62.4% |
| 3Y | +130.4% | +36.3% | +94.1% | +113.4% |
| 5Y | +101.8% | -35.8% | +137.6% | +109.5% |
| 10Y | +301.9% | +103.1% | +198.8% | +239.7% |
| All | +8,128.2% | +1,716.8% | +6,411.4% | +4,608.7% |
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