+15.8%
TRMB vs TLN
+589.3%
-573.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -2.1% |
| 7D | -2.9% | +5.8% | -8.7% | -3.7% |
| 30D | -1.8% | -6.9% | +5.1% | -1.0% |
| 3M | +8.4% | -10.9% | +19.3% | +9.0% |
| 6M | -18.5% | -4.6% | -13.9% | -19.6% |
| YTD | -26.7% | -14.7% | -12.0% | -26.6% |
| 1Y | -28.3% | -17.9% | -10.4% | -27.9% |
| 3Y | +12.6% | +483.9% | -471.3% | -23.8% |
| All | +15.8% | +589.3% | -573.5% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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