-44.8%
TOST vs TRMB
-38.9%
-5.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +3.0% | -16.6% | +19.5% | +16.3% |
| 30D | +10.3% | -8.9% | +19.1% | +15.1% |
| 3M | -3.3% | -6.3% | +3.0% | -2.2% |
| 6M | +37.8% | -10.0% | +47.8% | +43.7% |
| YTD | -2.8% | -30.1% | +27.3% | +27.7% |
| 1Y | -9.6% | -31.3% | +21.7% | +20.3% |
| 3Y | +144.6% | +30.8% | +113.8% | +65.1% |
| 5Y | -31.0% | -35.9% | +5.0% | +12.0% |
| All | -44.8% | -38.9% | -5.9% | -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