-84.3%
TE vs TRMB
-36.0%
-48.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.7% |
| 7D | -19.1% | +2.8% | -21.9% | -21.1% |
| 30D | -34.1% | -5.9% | -28.3% | -32.2% |
| 3M | -60.1% | -3.3% | -56.8% | -60.1% |
| 6M | -66.0% | +1.3% | -67.3% | -68.5% |
| YTD | -71.4% | -29.0% | -42.4% | -63.0% |
| 1Y | -45.3% | -27.8% | -17.5% | -30.0% |
| 3Y | +9.1% | +36.3% | -27.2% | -17.4% |
| All | -84.3% | -36.0% | -48.3% | -75.1% |
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