+10,597.3%
TER vs TRMB
+3,067.4%
+7,529.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | -20.5% | -16.7% | -3.8% | -15.7% |
| 30D | -47.0% | -9.9% | -37.1% | -45.4% |
| 3M | -43.3% | -7.6% | -35.7% | -42.4% |
| 6M | -42.9% | -14.7% | -28.2% | -41.1% |
| YTD | +12.9% | -30.9% | +43.8% | +24.3% |
| 1Y | +18.2% | -31.3% | +49.5% | +30.6% |
| 3Y | +151.8% | +29.4% | +122.4% | +128.1% |
| 5Y | +54.2% | -37.4% | +91.6% | +77.5% |
| 10Y | +908.2% | +109.2% | +799.1% | +698.8% |
| All | +10,597.3% | +3,067.4% | +7,529.9% | +3,730.7% |
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