+3,656.0%
TRMB vs SPY
+3,091.8%
+564.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.6% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +1.5% | +0.1% | +1.5% | +1.5% |
| 3M | +6.8% | +2.0% | +4.8% | +4.1% |
| 6M | -14.9% | +13.0% | -28.0% | -26.3% |
| YTD | -24.1% | +13.5% | -37.6% | -34.5% |
| 1Y | -25.4% | +20.0% | -45.4% | -39.3% |
| 3Y | +8.0% | +77.2% | -69.2% | -42.9% |
| 5Y | -37.3% | +81.9% | -119.2% | -66.8% |
| 10Y | +116.8% | +314.1% | -197.3% | -52.0% |
| All | +3,656.0% | +3,091.8% | +564.2% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling