+8,130.9%
TD vs TRMB
+1,723.0%
+6,407.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +0.6% | +4.1% | -3.5% | -0.1% |
| 30D | +5.0% | -7.0% | +11.9% | +5.8% |
| 3M | +1.1% | -0.9% | +2.0% | +0.7% |
| 6M | +16.5% | -1.2% | +17.7% | +15.7% |
| YTD | +34.3% | -28.7% | +63.0% | +40.7% |
| 1Y | +52.9% | -32.1% | +84.9% | +61.4% |
| 3Y | +132.2% | +33.4% | +98.8% | +115.8% |
| 5Y | +101.9% | -35.6% | +137.5% | +109.4% |
| 10Y | +302.0% | +103.8% | +198.2% | +239.6% |
| All | +8,130.9% | +1,723.0% | +6,407.9% | +4,607.5% |
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