+152.0%
TRMB vs TRU
+228.6%
-76.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.2% |
| 7D | -0.3% | -7.2% | +6.9% | +3.3% |
| 30D | -1.2% | -2.8% | +1.6% | 0.0% |
| 3M | +9.6% | +13.0% | -3.4% | +2.9% |
| 6M | -16.1% | +0.7% | -16.8% | -17.3% |
| YTD | -25.0% | -9.0% | -16.0% | -23.0% |
| 1Y | -27.7% | -16.3% | -11.4% | -23.3% |
| 3Y | +15.3% | -1.1% | +16.4% | +6.2% |
| 5Y | -37.4% | -36.0% | -1.4% | -29.3% |
| 10Y | +117.5% | +139.9% | -22.4% | +41.7% |
| All | +152.0% | +228.6% | -76.6% | +53.7% |
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