+499.8%
THC vs TRMB
+3,067.4%
-2,567.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +3.7% | -16.7% | +20.4% | +6.7% |
| 30D | +9.0% | -9.9% | +19.0% | +10.5% |
| 3M | +10.4% | -7.6% | +18.0% | +11.1% |
| 6M | +45.7% | -14.7% | +60.3% | +48.9% |
| YTD | +42.6% | -30.9% | +73.5% | +51.1% |
| 1Y | +38.8% | -31.3% | +70.1% | +47.2% |
| 3Y | +418.8% | +29.4% | +389.4% | +382.3% |
| 5Y | +275.7% | -37.4% | +313.0% | +299.2% |
| 10Y | +1,496.2% | +109.2% | +1,387.1% | +1,308.1% |
| All | +499.8% | +3,067.4% | -2,567.6% | +281.6% |
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