-4.7%
TOST vs TRMB
-33.2%
+28.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +9.4% | -16.7% | +26.1% | +17.8% |
| 30D | +13.5% | -9.9% | +23.4% | +15.3% |
| 3M | -0.1% | -7.6% | +7.4% | -1.0% |
| 6M | +22.5% | -14.7% | +37.1% | +29.0% |
| YTD | -2.4% | -30.9% | +28.6% | +17.8% |
| 1Y | -4.7% | -31.3% | +26.6% | +15.4% |
| All | -4.7% | -33.2% | +28.5% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling