-37.1%
TRMB vs TAP
+2.2%
-39.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -2.5% | -2.3% | -0.2% | -1.9% |
| 30D | +1.5% | -2.1% | +3.7% | +2.1% |
| 3M | +6.8% | +6.6% | +0.2% | +5.1% |
| 6M | -14.9% | -11.5% | -3.5% | -12.4% |
| YTD | -24.1% | -10.3% | -13.8% | -22.5% |
| 1Y | -25.4% | -14.4% | -11.0% | -22.9% |
| 3Y | +8.0% | -28.3% | +36.3% | +16.4% |
| All | -37.1% | +2.2% | -39.3% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling