-33.7%
TLT vs TRMB
-37.5%
+3.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -0.3% | -1.2% | +0.9% | -0.3% |
| 3M | -1.7% | +9.6% | -11.3% | -2.1% |
| 6M | -4.9% | -16.1% | +11.2% | -4.4% |
| YTD | -2.8% | -25.0% | +22.2% | -2.0% |
| 1Y | -4.2% | -27.7% | +23.5% | -3.3% |
| 3Y | -1.1% | +15.3% | -16.4% | -2.4% |
| 5Y | -33.7% | -37.4% | +3.7% | -33.5% |
| All | -33.7% | -37.5% | +3.8% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling