+36.3%
TRMB vs REPL
+97.7%
-61.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +2.8% | +1.2% | +1.6% | +2.8% |
| 30D | -5.9% | +92.2% | -98.0% | -6.1% |
| 3M | -3.3% | +44.1% | -47.4% | -3.5% |
| 6M | +1.3% | +313.0% | -311.7% | 0.0% |
| YTD | -29.0% | +125.2% | -154.2% | -29.6% |
| 1Y | -27.8% | +143.8% | -171.5% | -28.5% |
| 3Y | +36.3% | +104.2% | -67.9% | +25.7% |
| All | +36.3% | +97.7% | -61.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling