+3,339.2%
TRMB vs TAP
+612.8%
+2,726.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -2.5% | -2.3% | -0.2% | -2.1% |
| 30D | +1.5% | -2.1% | +3.7% | +2.0% |
| 3M | +6.8% | +6.6% | +0.2% | +5.5% |
| 6M | -14.9% | -11.5% | -3.5% | -13.1% |
| YTD | -24.1% | -10.3% | -13.8% | -22.9% |
| 1Y | -25.4% | -14.4% | -11.0% | -23.7% |
| 3Y | +8.0% | -28.3% | +36.3% | +13.6% |
| 5Y | -37.3% | +1.7% | -39.0% | -38.7% |
| 10Y | +116.8% | -49.2% | +166.0% | +131.7% |
| All | +3,339.2% | +612.8% | +2,726.5% | +2,364.5% |
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