+3,029.3%
TRMB vs TAP
+609.8%
+2,419.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.7% |
| 7D | -16.7% | +0.5% | -17.2% | -16.9% |
| 30D | -9.9% | +9.1% | -19.1% | -11.7% |
| 3M | -7.6% | -3.8% | -3.8% | -7.2% |
| 6M | -14.7% | -3.4% | -11.2% | -14.4% |
| YTD | -30.9% | -10.6% | -20.3% | -30.0% |
| 1Y | -31.3% | -4.4% | -26.9% | -31.4% |
| 3Y | +29.4% | -24.4% | +53.8% | +34.4% |
| 5Y | -37.4% | +2.1% | -39.4% | -38.9% |
| 10Y | +109.2% | -48.7% | +157.9% | +122.5% |
| All | +3,029.3% | +609.8% | +2,419.5% | +2,136.9% |
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