+20.0%
TRMB vs TLN
+583.6%
-563.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.6% |
| 7D | -2.5% | +7.1% | -9.6% | -3.5% |
| 30D | +1.5% | -3.9% | +5.4% | +1.8% |
| 3M | +6.8% | -16.2% | +22.9% | +8.5% |
| 6M | -14.9% | -5.8% | -9.1% | -16.0% |
| YTD | -24.1% | -15.4% | -8.7% | -23.8% |
| 1Y | -25.4% | -16.7% | -8.7% | -25.2% |
| 3Y | +8.0% | +473.8% | -465.7% | -26.6% |
| All | +20.0% | +583.6% | -563.6% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling