+56.9%
TRMB vs REPL
+39.1%
+17.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.9% |
| 7D | -17.0% | +14.2% | -31.2% | -17.4% |
| 30D | -9.0% | +65.9% | -74.9% | -11.0% |
| 3M | -8.1% | +84.6% | -92.7% | -10.6% |
| 6M | -10.1% | +446.9% | -457.0% | -19.8% |
| YTD | -30.2% | +129.0% | -159.2% | -36.9% |
| 1Y | -30.7% | +167.9% | -198.6% | -38.1% |
| 3Y | +32.6% | +93.9% | -61.3% | -0.1% |
| 5Y | -38.1% | -33.0% | -5.2% | -48.8% |
| All | +56.9% | +39.1% | +17.8% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling