+138.5%
TRMB vs TRU
+243.6%
-105.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -5.9% | +21.3% | -27.2% | -15.2% |
| 3M | -3.3% | +0.2% | -3.5% | -4.8% |
| 6M | +1.3% | +22.4% | -21.0% | -9.8% |
| YTD | -29.0% | -4.8% | -24.2% | -29.6% |
| 1Y | -27.8% | -0.2% | -27.6% | -30.1% |
| 3Y | +36.3% | +57.9% | -21.6% | -0.3% |
| 5Y | -35.8% | -26.1% | -9.7% | -33.3% |
| 10Y | +103.1% | +184.8% | -81.8% | +22.6% |
| All | +138.5% | +243.6% | -105.1% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling