+113.6%
TRMB vs SPY
+318.9%
-205.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.2% |
| 7D | -5.4% | -2.0% | -3.4% | -3.0% |
| 30D | -2.0% | -1.7% | -0.3% | +0.2% |
| 3M | +12.3% | +4.7% | +7.6% | +5.5% |
| 6M | -17.6% | +12.5% | -30.1% | -29.4% |
| YTD | -27.5% | +11.7% | -39.2% | -37.2% |
| 1Y | -29.1% | +17.5% | -46.6% | -42.3% |
| 3Y | +11.5% | +76.6% | -65.1% | -45.5% |
| 5Y | -39.5% | +82.0% | -121.5% | -70.8% |
| All | +113.6% | +318.9% | -205.3% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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