-24.4%
TRMB vs TPG
+78.6%
-103.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -0.4% |
| 7D | -2.9% | -6.5% | +3.6% | +0.3% |
| 30D | -1.8% | +0.1% | -1.9% | -2.1% |
| 3M | +8.4% | +14.5% | -6.1% | +0.7% |
| 6M | -18.5% | +17.3% | -35.9% | -25.6% |
| YTD | -26.7% | -20.5% | -6.2% | -19.2% |
| 1Y | -28.3% | -13.2% | -15.1% | -24.8% |
| 3Y | +12.6% | +87.7% | -75.1% | -22.3% |
| All | -24.4% | +78.6% | -103.0% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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