+32.4%
TPR vs TRMB
-29.0%
+61.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.8% | -2.1% |
| 7D | +6.4% | +4.1% | +2.3% | +5.8% |
| 30D | +13.8% | -5.1% | +18.8% | +13.2% |
| 3M | -16.6% | -2.6% | -14.0% | -17.7% |
| 6M | +0.7% | -2.7% | +3.4% | -1.0% |
| YTD | +5.3% | -27.9% | +33.2% | +15.5% |
| 1Y | +32.4% | -29.0% | +61.4% | +46.1% |
| All | +32.4% | -29.0% | +61.3% | +46.1% |
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 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