-20.8%
TLT vs TRMB
+118.7%
-139.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -1.6% | -5.4% | +3.9% | -1.6% |
| 30D | -1.3% | -2.0% | +0.6% | -1.4% |
| 3M | -3.7% | +12.3% | -16.1% | -3.5% |
| 6M | -6.4% | -17.6% | +11.3% | -6.6% |
| YTD | -4.5% | -27.5% | +23.0% | -5.0% |
| 1Y | -5.9% | -29.1% | +23.2% | -6.4% |
| 3Y | -2.8% | +11.5% | -14.3% | -2.1% |
| 5Y | -35.1% | -39.5% | +4.4% | -36.4% |
| All | -20.8% | +118.7% | -139.5% | -15.6% |
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 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