-39.3%
TRMB vs REPL
-35.6%
-3.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.7% |
| 7D | -16.7% | +22.8% | -39.4% | -17.0% |
| 30D | -9.9% | +63.8% | -73.7% | -10.9% |
| 3M | -7.6% | +68.1% | -75.7% | -8.7% |
| 6M | -14.7% | +528.5% | -543.2% | -20.3% |
| YTD | -30.9% | +122.4% | -153.4% | -34.3% |
| 1Y | -31.3% | +154.4% | -185.7% | -35.1% |
| 3Y | +29.4% | +68.0% | -38.6% | +7.9% |
| All | -39.3% | -35.6% | -3.7% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling