-44.4%
TOST vs TRMB
-39.0%
-5.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.6% |
| 7D | +4.0% | -17.0% | +21.0% | +18.0% |
| 30D | +11.1% | -9.0% | +20.1% | +16.1% |
| 3M | +0.8% | -8.1% | +9.0% | +3.7% |
| 6M | +38.8% | -10.1% | +48.9% | +44.9% |
| YTD | -2.1% | -30.2% | +28.1% | +28.8% |
| 1Y | -6.0% | -30.7% | +24.7% | +24.0% |
| 3Y | +149.8% | +32.6% | +117.2% | +66.2% |
| 5Y | -42.8% | -38.1% | -4.6% | -0.6% |
| All | -44.4% | -39.0% | -5.4% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling