+11,959.3%
TER vs TRMB
+3,100.8%
+8,858.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.1% | +11.7% | +12.4% |
| 7D | -5.8% | -17.0% | +11.2% | 0.0% |
| 30D | -38.9% | -9.0% | -29.9% | -37.2% |
| 3M | -35.1% | -8.1% | -27.0% | -33.9% |
| 6M | -31.6% | -10.1% | -21.5% | -30.6% |
| YTD | +27.2% | -30.2% | +57.5% | +39.7% |
| 1Y | +35.2% | -30.7% | +65.9% | +49.0% |
| 3Y | +192.8% | +32.6% | +160.2% | +163.2% |
| 5Y | +72.4% | -38.1% | +110.6% | +99.3% |
| 10Y | +1,001.8% | +98.9% | +902.9% | +785.9% |
| All | +11,959.3% | +3,100.8% | +8,858.6% | +4,205.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling