+8,398.6%
TPR vs TRMB
+1,481.3%
+6,917.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +14.2% | -16.7% | +30.9% | +20.9% |
| 30D | +17.1% | -9.9% | +27.0% | +20.3% |
| 3M | -17.7% | -7.6% | -10.1% | -16.6% |
| 6M | -10.2% | -14.7% | +4.5% | -6.6% |
| YTD | +4.9% | -30.9% | +35.8% | +17.4% |
| 1Y | +36.1% | -31.3% | +67.5% | +52.6% |
| 3Y | +416.5% | +29.4% | +387.0% | +354.4% |
| 5Y | +254.8% | -37.4% | +292.1% | +303.4% |
| 10Y | +391.7% | +109.2% | +282.6% | +272.1% |
| All | +8,398.6% | +1,481.3% | +6,917.3% | +2,873.4% |
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