+131.4%
TLT vs TRMB
+2,207.2%
-2,075.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | +0.1% |
| 7D | +0.3% | -17.0% | +17.2% | -0.8% |
| 30D | +5.1% | -9.0% | +14.1% | +4.6% |
| 3M | -0.2% | -8.1% | +7.9% | -0.6% |
| 6M | -2.9% | -10.1% | +7.2% | -3.4% |
| YTD | -2.7% | -30.2% | +27.5% | -4.6% |
| 1Y | -4.6% | -30.7% | +26.1% | -6.5% |
| 3Y | +6.1% | +32.6% | -26.5% | +9.3% |
| 5Y | -35.1% | -38.1% | +3.0% | -36.4% |
| 10Y | -12.5% | +98.9% | -111.4% | -3.3% |
| All | +131.4% | +2,207.2% | -2,075.7% | +213.5% |
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 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