+36.1%
TPR vs TRMB
-33.2%
+69.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +14.2% | -16.7% | +30.9% | +16.8% |
| 30D | +17.1% | -9.9% | +27.0% | +17.5% |
| 3M | -17.7% | -7.6% | -10.1% | -18.1% |
| 6M | -10.2% | -14.7% | +4.5% | -8.0% |
| YTD | +4.9% | -30.9% | +35.8% | +16.1% |
| 1Y | +36.1% | -31.3% | +67.5% | +50.6% |
| All | +36.1% | -33.2% | +69.3% | +50.6% |
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