+524.6%
TRI vs TRMB
+2,118.1%
-1,593.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.2% |
| 7D | -7.1% | -0.3% | -6.8% | -7.0% |
| 30D | -2.3% | -1.2% | -1.1% | -2.0% |
| 3M | +19.6% | +9.6% | +10.0% | +17.5% |
| 6M | -8.7% | -16.1% | +7.4% | -4.8% |
| YTD | -22.3% | -25.0% | +2.7% | -16.8% |
| 1Y | -40.7% | -27.7% | -13.0% | -36.1% |
| 3Y | -17.8% | +15.3% | -33.1% | -21.7% |
| 5Y | -8.5% | -37.4% | +28.9% | -2.2% |
| 10Y | +192.6% | +117.5% | +75.1% | +129.4% |
| All | +524.6% | +2,118.1% | -1,593.5% | +216.8% |
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