+240.4%
TPR vs TRMB
-37.2%
+277.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.6% |
| 7D | -2.3% | -2.5% | +0.2% | -0.9% |
| 30D | -23.0% | +1.5% | -24.5% | -24.0% |
| 3M | -12.5% | +6.8% | -19.2% | -16.5% |
| 6M | -21.4% | -14.9% | -6.5% | -15.2% |
| YTD | -3.5% | -24.1% | +20.6% | +10.8% |
| 1Y | +17.4% | -25.4% | +42.7% | +35.9% |
| 3Y | +291.3% | +8.0% | +283.2% | +252.4% |
| All | +240.4% | -37.2% | +277.6% | +316.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling