-19.1%
TE vs TRMB
+11.9%
-31.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -0.6% |
| 7D | +15.0% | -2.9% | +17.9% | +18.4% |
| 30D | -7.5% | -1.8% | -5.8% | -6.0% |
| 3M | -42.0% | +8.4% | -50.4% | -49.1% |
| 6M | -31.4% | -18.5% | -12.9% | -17.3% |
| YTD | -26.5% | -26.7% | +0.2% | -0.8% |
| 1Y | +153.1% | -28.3% | +181.4% | +247.6% |
| All | -19.1% | +11.9% | -31.0% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling