-25.8%
TE vs TRMB
-31.2%
+5.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -17.3% | +13.8% | +2.5% |
| 7D | +3.8% | -15.7% | +19.5% | +9.5% |
| 30D | -26.2% | -7.8% | -18.5% | -24.7% |
| 3M | -49.7% | -9.3% | -40.4% | -48.3% |
| 6M | -46.5% | -20.8% | -25.6% | -37.2% |
| YTD | -59.1% | -30.8% | -28.4% | -45.8% |
| 1Y | -25.8% | -31.0% | +5.2% | -0.3% |
| All | -25.8% | -31.2% | +5.4% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling