-31.0%
TRMB vs REPL
+125.1%
-156.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.2% | -17.5% | -17.3% |
| 7D | -15.7% | +28.8% | -44.5% | -15.4% |
| 30D | -7.8% | +57.3% | -65.1% | -7.1% |
| 3M | -9.3% | +73.6% | -82.9% | -8.5% |
| 6M | -20.8% | +582.8% | -603.7% | -17.1% |
| YTD | -30.8% | +112.9% | -143.6% | -26.7% |
| 1Y | -31.0% | +130.7% | -161.6% | -28.0% |
| All | -31.0% | +125.1% | -156.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling