+12,981.4%
TDG vs TRMB
+453.9%
+12,527.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -6.5% | -1.2% | -5.3% | -6.3% |
| 3M | -5.1% | +9.6% | -14.7% | -9.0% |
| 6M | -11.5% | -16.1% | +4.6% | -6.1% |
| YTD | -13.9% | -25.0% | +11.1% | -4.7% |
| 1Y | -11.5% | -27.7% | +16.2% | -1.1% |
| 3Y | +53.7% | +15.3% | +38.4% | +37.4% |
| 5Y | +135.5% | -37.4% | +172.9% | +165.0% |
| 10Y | +535.2% | +117.5% | +417.7% | +331.5% |
| All | +12,981.4% | +453.9% | +12,527.6% | +5,472.7% |
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