-4.2%
TLT vs TRMB
-29.4%
+25.2%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.4% |
| 7D | -0.3% | -2.9% | +2.6% | -0.1% |
| 30D | 0.0% | -1.8% | +1.8% | 0.0% |
| 3M | -2.9% | +8.4% | -11.3% | -3.3% |
| 6M | -6.3% | -18.5% | +12.3% | -5.4% |
| YTD | -3.3% | -26.7% | +23.4% | -2.2% |
| 1Y | -4.2% | -28.3% | +24.1% | -2.8% |
| All | -4.2% | -29.4% | +25.2% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling