+106.1%
TOST vs TRMB
+26.2%
+79.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.2% |
| 7D | +11.6% | -17.9% | +29.5% | +24.6% |
| 30D | +16.2% | -12.0% | +28.2% | +22.9% |
| 3M | +1.0% | -8.4% | +9.5% | +3.0% |
| 6M | +23.2% | -21.5% | +44.7% | +41.4% |
| YTD | -1.0% | -31.5% | +30.6% | +26.5% |
| 1Y | -9.9% | -33.4% | +23.5% | +17.6% |
| All | +106.1% | +26.2% | +79.9% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling