+18.0%
TPR vs TRMB
-26.6%
+44.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | -2.3% | -2.5% | +0.2% | -1.5% |
| 30D | -23.0% | +1.5% | -24.5% | -23.5% |
| 3M | -12.5% | +6.8% | -19.2% | -14.9% |
| 6M | -21.4% | -14.9% | -6.5% | -16.4% |
| YTD | -3.5% | -24.1% | +20.6% | +9.6% |
| All | +18.0% | -26.6% | +44.6% | +35.6% |
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