+8,486.3%
TPR vs TRMB
+1,467.6%
+7,018.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.2% | +7.5% |
| 7D | +13.9% | -17.9% | +31.8% | +21.3% |
| 30D | +14.9% | -12.0% | +26.9% | +19.2% |
| 3M | -15.4% | -8.4% | -6.9% | -14.0% |
| 6M | -4.5% | -21.5% | +17.1% | +2.2% |
| YTD | +6.0% | -31.5% | +37.5% | +19.0% |
| 1Y | +24.3% | -33.4% | +57.7% | +41.1% |
| 3Y | +412.8% | +26.5% | +386.3% | +355.1% |
| 5Y | +258.4% | -37.9% | +296.3% | +308.9% |
| 10Y | +396.8% | +107.3% | +289.5% | +277.2% |
| All | +8,486.3% | +1,467.6% | +7,018.8% | +2,914.0% |
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