-46.7%
TOST vs TRMB
-34.4%
-12.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -0.9% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | -3.5% | -1.2% | -2.2% | -2.8% |
| 3M | +38.1% | +9.6% | +28.5% | +25.6% |
| 6M | +9.9% | -16.1% | +26.0% | +27.6% |
| YTD | -6.3% | -25.0% | +18.7% | +20.6% |
| 1Y | -18.3% | -27.7% | +9.4% | +8.6% |
| 3Y | +59.7% | +15.3% | +44.4% | +27.1% |
| All | -46.7% | -34.4% | -12.4% | -5.9% |
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