+116.7%
TRMB vs TCOM
-9.8%
+126.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -3.0% | -4.9% | +1.9% | -1.9% |
| 30D | +2.3% | -14.4% | +16.7% | +6.1% |
| 3M | +15.3% | -17.7% | +33.0% | +20.2% |
| 6M | -14.7% | -25.1% | +10.4% | -9.2% |
| YTD | -26.4% | -45.7% | +19.3% | -16.1% |
| 1Y | -30.4% | -47.9% | +17.5% | -19.9% |
| 3Y | +13.5% | +8.9% | +4.6% | +4.1% |
| 5Y | -38.6% | +26.9% | -65.4% | -49.6% |
| All | +116.7% | -9.8% | +126.5% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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