+29.9%
TPR vs TRMB
-31.3%
+61.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.3% |
| 7D | +12.7% | -17.0% | +29.6% | +15.4% |
| 30D | +17.1% | -9.0% | +26.1% | +17.3% |
| 3M | -15.9% | -8.1% | -7.8% | -16.0% |
| 6M | +2.6% | -10.1% | +12.7% | +3.1% |
| YTD | +7.5% | -30.2% | +37.7% | +18.4% |
| All | +29.9% | -31.3% | +61.2% | +43.9% |
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