+1,031.3%
TRMB vs TCOM
+2,868.4%
-1,837.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +2.8% | -1.8% | +4.6% | +3.3% |
| 30D | -5.9% | +12.1% | -17.9% | -8.6% |
| 3M | -3.3% | -3.2% | -0.1% | -2.9% |
| 6M | +1.3% | -16.6% | +18.0% | +5.0% |
| YTD | -29.0% | -39.4% | +10.4% | -21.2% |
| 1Y | -27.8% | -41.5% | +13.8% | -19.2% |
| 3Y | +36.3% | +24.4% | +11.9% | +21.8% |
| 5Y | -35.8% | +41.6% | -77.4% | -48.3% |
| 10Y | +103.1% | +6.5% | +96.5% | +64.2% |
| All | +1,031.3% | +2,868.4% | -1,837.2% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling