-40.6%
TOST vs TRMB
-38.3%
-2.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.1% |
| 7D | +9.4% | -16.7% | +26.1% | +23.7% |
| 30D | +13.5% | -9.9% | +23.4% | +19.6% |
| 3M | -0.1% | -7.6% | +7.4% | +2.0% |
| 6M | +22.5% | -14.7% | +37.1% | +34.2% |
| YTD | -2.4% | -30.9% | +28.6% | +29.3% |
| 1Y | -4.7% | -31.3% | +26.6% | +26.5% |
| 3Y | +103.2% | +29.4% | +73.8% | +39.3% |
| All | -40.6% | -38.3% | -2.3% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling