+9.2%
TRMB vs TLN
+630.2%
-621.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -0.2% |
| 7D | -16.7% | -1.3% | -15.4% | -16.4% |
| 30D | -9.9% | -10.5% | +0.6% | -8.4% |
| 3M | -7.6% | +0.1% | -7.7% | -8.0% |
| 6M | -14.7% | -17.4% | +2.7% | -13.1% |
| YTD | -30.9% | -9.7% | -21.3% | -31.4% |
| 1Y | -31.3% | -12.3% | -19.1% | -31.6% |
| 3Y | +29.4% | +528.3% | -498.9% | -13.9% |
| All | +9.2% | +630.2% | -621.0% | -30.3% |
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 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