-36.3%
TRMB vs TCOM
+40.6%
-76.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +2.8% | -1.8% | +4.6% | +3.1% |
| 30D | -5.9% | +12.1% | -17.9% | -7.9% |
| 3M | -3.3% | -3.2% | -0.1% | -3.0% |
| 6M | +1.3% | -16.6% | +18.0% | +4.1% |
| YTD | -29.0% | -39.4% | +10.4% | -23.2% |
| 1Y | -27.8% | -41.5% | +13.8% | -21.3% |
| 3Y | +36.3% | +24.4% | +11.9% | +24.9% |
| All | -36.3% | +40.6% | -76.9% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling