+3,166.3%
TRMB vs TAP
+598.5%
+2,567.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | +4.1% | -8.0% | +12.1% | +5.7% |
| 30D | -5.1% | +4.1% | -9.1% | -6.0% |
| 3M | -2.6% | -4.4% | +1.8% | -2.1% |
| 6M | -2.7% | -1.9% | -0.7% | -2.7% |
| YTD | -27.9% | -12.1% | -15.9% | -26.7% |
| 1Y | -29.0% | -12.0% | -17.0% | -27.9% |
| 3Y | +35.0% | -25.0% | +60.0% | +40.3% |
| 5Y | -33.9% | -1.1% | -32.8% | -35.2% |
| 10Y | +106.1% | -47.6% | +153.8% | +118.6% |
| All | +3,166.3% | +598.5% | +2,567.8% | +2,241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling