+70.6%
TRMB vs REPL
-6.0%
+76.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -2.5% | -3.0% | +0.4% | -2.4% |
| 30D | +1.5% | +27.1% | -25.6% | +0.4% |
| 3M | +6.8% | +52.4% | -45.6% | +2.9% |
| 6M | -14.9% | +107.4% | -122.4% | -23.1% |
| YTD | -24.1% | +54.7% | -78.8% | -30.2% |
| 1Y | -25.4% | +158.9% | -184.3% | -35.9% |
| 3Y | +8.0% | -23.7% | +31.7% | -11.4% |
| 5Y | -37.3% | -54.3% | +17.0% | -47.3% |
| All | +70.6% | -6.0% | +76.6% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling