+120.8%
TRMB vs TAP
-51.4%
+172.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -2.9% | -5.1% | +2.2% | -1.3% |
| 30D | -1.8% | -8.4% | +6.7% | +0.9% |
| 3M | +8.4% | -3.9% | +12.3% | +9.8% |
| 6M | -18.5% | -14.4% | -4.1% | -14.9% |
| YTD | -26.7% | -14.7% | -12.0% | -23.7% |
| 1Y | -28.3% | -18.7% | -9.6% | -24.5% |
| 3Y | +12.6% | -32.6% | +45.2% | +24.4% |
| 5Y | -38.7% | -1.4% | -37.3% | -41.2% |
| 10Y | +120.8% | -50.4% | +171.2% | +136.4% |
| All | +120.8% | -51.4% | +172.1% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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