+131.2%
TLT vs TRMB
+2,409.3%
-2,278.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -0.4% | -2.5% | +2.1% | -0.6% |
| 30D | -0.6% | +1.5% | -2.1% | -0.5% |
| 3M | -2.7% | +6.8% | -9.5% | -2.3% |
| 6M | -5.6% | -14.9% | +9.3% | -6.5% |
| YTD | -2.8% | -24.1% | +21.3% | -4.3% |
| 1Y | -1.4% | -25.4% | +24.0% | -3.1% |
| 3Y | -1.6% | +8.0% | -9.6% | -0.2% |
| 5Y | -33.8% | -37.3% | +3.5% | -35.2% |
| 10Y | -21.1% | +116.8% | -138.0% | -12.4% |
| All | +131.2% | +2,409.3% | -2,278.1% | +214.4% |
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