-22.5%
TNA vs TRMB
-39.6%
+17.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -1.6% |
| 7D | -7.6% | -5.4% | -2.2% | 0.0% |
| 30D | -13.6% | -2.0% | -11.7% | -12.1% |
| 3M | +2.8% | +12.3% | -9.5% | -16.3% |
| 6M | +34.5% | -17.6% | +52.1% | +70.7% |
| YTD | +41.0% | -27.5% | +68.5% | +112.6% |
| 1Y | +52.0% | -29.1% | +81.1% | +140.1% |
| 3Y | +103.5% | +11.5% | +92.0% | +73.1% |
| 5Y | -22.5% | -39.5% | +16.9% | +94.1% |
| All | -22.5% | -39.6% | +17.1% | +94.1% |
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