+537.0%
TDG vs TRMB
+121.9%
+415.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.4% |
| 7D | -1.9% | -3.0% | +1.2% | -0.3% |
| 30D | -7.7% | +2.3% | -10.0% | -9.0% |
| 3M | -9.3% | +15.3% | -24.6% | -16.4% |
| 6M | -9.4% | -14.7% | +5.3% | -3.0% |
| YTD | -14.3% | -26.4% | +12.2% | -1.3% |
| 1Y | -11.8% | -30.4% | +18.6% | +3.8% |
| 3Y | +52.0% | +13.5% | +38.4% | +29.4% |
| 5Y | +128.8% | -38.6% | +167.4% | +172.9% |
| All | +537.0% | +121.9% | +415.1% | +231.0% |
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