+6,399.3%
TRV vs TRMB
+3,381.2%
+3,018.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -0.1% | -2.5% | +2.4% | +0.2% |
| 30D | -3.4% | +1.5% | -4.9% | -3.6% |
| 3M | +26.4% | +6.8% | +19.6% | +25.2% |
| 6M | +19.3% | -14.9% | +34.2% | +21.4% |
| YTD | +28.3% | -24.1% | +52.4% | +32.3% |
| 1Y | +34.3% | -25.4% | +59.7% | +38.5% |
| 3Y | +140.1% | +8.0% | +132.1% | +134.4% |
| 5Y | +155.7% | -37.3% | +193.0% | +163.5% |
| 10Y | +285.5% | +116.8% | +168.7% | +238.3% |
| All | +6,399.3% | +3,381.2% | +3,018.1% | +4,242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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