-37.2%
TRMB vs TRU
-35.6%
-1.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.0% |
| 7D | -3.0% | -2.7% | -0.3% | -1.8% |
| 30D | +2.3% | -2.0% | +4.4% | +3.2% |
| 3M | +15.3% | +18.4% | -3.1% | +6.1% |
| 6M | -14.7% | +8.9% | -23.6% | -18.8% |
| YTD | -26.4% | -8.9% | -17.5% | -24.4% |
| 1Y | -30.4% | -15.9% | -14.5% | -26.3% |
| 3Y | +13.5% | -1.1% | +14.6% | +7.2% |
| All | -37.2% | -35.6% | -1.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling