+1,940.9%
TRMB vs TDY
+6,954.6%
-5,013.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | -2.9% | -1.8% | -1.1% | -2.1% |
| 30D | -1.8% | -13.8% | +12.0% | +4.6% |
| 3M | +8.4% | -3.9% | +12.3% | +9.8% |
| 6M | -18.5% | -9.0% | -9.5% | -15.8% |
| YTD | -26.7% | +16.5% | -43.3% | -32.5% |
| 1Y | -28.3% | +9.3% | -37.6% | -32.0% |
| 3Y | +12.6% | +45.1% | -32.5% | -5.4% |
| 5Y | -38.7% | +35.0% | -73.7% | -46.5% |
| 10Y | +120.8% | +469.0% | -348.2% | +7.0% |
| All | +1,940.9% | +6,954.6% | -5,013.7% | +431.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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