+3,426.1%
TRMB vs SPY
+3,045.4%
+380.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +4.1% | +3.3% | +0.8% | +0.3% |
| 30D | -7.0% | -2.7% | -4.3% | -4.7% |
| 3M | -0.9% | -1.7% | +0.8% | +0.4% |
| 6M | -1.2% | +3.1% | -4.3% | -5.4% |
| YTD | -28.7% | +11.9% | -40.6% | -37.9% |
| 1Y | -32.1% | +12.0% | -44.1% | -40.7% |
| 3Y | +33.4% | +78.2% | -44.8% | -30.4% |
| 5Y | -35.6% | +73.2% | -108.8% | -64.3% |
| 10Y | +103.8% | +309.6% | -205.9% | -54.7% |
| All | +3,426.1% | +3,045.4% | +380.7% | +52.4% |
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