+318.5%
TPR vs TRMB
+116.7%
+201.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.6% |
| 7D | -2.3% | -2.5% | +0.2% | -0.8% |
| 30D | -23.0% | +1.5% | -24.5% | -24.1% |
| 3M | -12.5% | +6.8% | -19.2% | -16.8% |
| 6M | -21.4% | -14.9% | -6.5% | -15.1% |
| YTD | -3.5% | -24.1% | +20.6% | +11.1% |
| 1Y | +17.4% | -25.4% | +42.7% | +36.2% |
| 3Y | +291.3% | +8.0% | +283.2% | +250.3% |
| 5Y | +241.9% | -37.3% | +279.2% | +319.8% |
| All | +318.5% | +116.7% | +201.8% | +155.2% |
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