+7,716.4%
TPR vs TRMB
+1,637.9%
+6,078.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.4% |
| 7D | -2.3% | -2.5% | +0.2% | -1.4% |
| 30D | -23.0% | +1.5% | -24.5% | -23.7% |
| 3M | -12.5% | +6.8% | -19.2% | -15.1% |
| 6M | -21.4% | -14.9% | -6.5% | -17.4% |
| YTD | -3.5% | -24.1% | +20.6% | +5.6% |
| 1Y | +17.4% | -25.4% | +42.7% | +29.2% |
| 3Y | +291.3% | +8.0% | +283.2% | +271.0% |
| 5Y | +241.9% | -37.3% | +279.2% | +292.8% |
| 10Y | +322.7% | +116.8% | +205.9% | +218.2% |
| All | +7,716.4% | +1,637.9% | +6,078.5% | +2,574.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling