-12.3%
TLT vs TRMB
+96.4%
-108.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.3% | -16.6% | +16.3% | -0.5% |
| 30D | +3.7% | -8.9% | +12.6% | +3.6% |
| 3M | -0.7% | -6.3% | +5.7% | -0.7% |
| 6M | -4.2% | -10.0% | +5.8% | -4.3% |
| YTD | -4.0% | -30.1% | +26.2% | -4.5% |
| 1Y | -5.8% | -31.3% | +25.5% | -6.4% |
| 3Y | +4.1% | +30.8% | -26.7% | +5.3% |
| 5Y | -34.8% | -35.9% | +1.1% | -35.7% |
| 10Y | -12.3% | +101.7% | -114.1% | -8.7% |
| All | -12.3% | +96.4% | -108.8% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling