+12.7%
TRMB vs TLN
+733.8%
-721.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | +4.1% | +22.3% | -18.2% | +0.8% |
| 30D | -7.0% | +1.2% | -8.2% | -7.3% |
| 3M | -0.9% | +5.9% | -6.8% | -2.2% |
| 6M | -1.2% | +3.2% | -4.4% | -3.0% |
| YTD | -28.7% | +3.2% | -31.9% | -30.7% |
| 1Y | -32.1% | +5.2% | -37.3% | -34.3% |
| 3Y | +33.4% | +606.3% | -572.9% | -12.8% |
| All | +12.7% | +733.8% | -721.2% | -29.6% |
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