+33.6%
TER vs TRMB
-31.2%
+64.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -8.9% | -16.6% | +7.7% | -7.8% |
| 30D | -39.1% | -8.9% | -30.2% | -38.3% |
| 3M | -32.8% | -6.3% | -26.4% | -31.7% |
| 6M | -31.7% | -10.0% | -21.8% | -27.5% |
| YTD | +26.9% | -30.1% | +57.1% | +54.2% |
| 1Y | +33.6% | -31.3% | +64.9% | +65.5% |
| All | +33.6% | -31.2% | +64.7% | +65.5% |
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