+1,109.1%
TRMB vs TCOM
+2,694.8%
-1,585.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -2.5% | -9.5% | +7.0% | -0.2% |
| 30D | +1.5% | -10.7% | +12.2% | +4.2% |
| 3M | +6.8% | -14.6% | +21.4% | +10.4% |
| 6M | -14.9% | -19.3% | +4.4% | -11.0% |
| YTD | -24.1% | -42.9% | +18.8% | -14.3% |
| 1Y | -25.4% | -43.8% | +18.4% | -15.5% |
| 3Y | +8.0% | +2.1% | +5.9% | +1.4% |
| 5Y | -37.3% | +31.2% | -68.5% | -48.6% |
| 10Y | +116.8% | -13.9% | +130.7% | +85.0% |
| All | +1,109.1% | +2,694.8% | -1,585.6% | +308.1% |
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