-44.8%
TE vs TRMB
-39.0%
-5.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -0.7% |
| 7D | +15.0% | -2.9% | +17.9% | +18.2% |
| 30D | -7.5% | -1.8% | -5.8% | -6.1% |
| 3M | -42.0% | +8.4% | -50.4% | -48.6% |
| 6M | -31.4% | -18.5% | -12.9% | -19.7% |
| YTD | -26.5% | -26.7% | +0.2% | -5.3% |
| 1Y | +153.1% | -28.3% | +181.4% | +232.2% |
| 3Y | -20.7% | +12.6% | -33.3% | -28.9% |
| All | -44.8% | -39.0% | -5.8% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling