+17,402.2%
TER vs TRMB
+3,381.2%
+14,021.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.8% |
| 7D | +0.6% | -2.5% | +3.1% | +1.5% |
| 30D | -8.3% | +1.5% | -9.8% | -9.1% |
| 3M | -12.2% | +6.8% | -19.0% | -15.2% |
| 6M | +17.1% | -14.9% | +32.0% | +21.7% |
| YTD | +84.7% | -24.1% | +108.8% | +98.5% |
| 1Y | +199.9% | -25.4% | +225.3% | +224.9% |
| 3Y | +232.8% | +8.0% | +224.8% | +220.3% |
| 5Y | +198.6% | -37.3% | +235.9% | +245.4% |
| 10Y | +1,669.7% | +116.8% | +1,552.9% | +1,290.2% |
| All | +17,402.2% | +3,381.2% | +14,021.0% | +6,015.4% |
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