-9.0%
TSN vs TRMB
+120.9%
-129.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -7.3% | -2.9% | -4.4% | -6.6% |
| 30D | -8.6% | -1.8% | -6.9% | -8.4% |
| 3M | -7.5% | +8.4% | -15.9% | -9.8% |
| 6M | -14.1% | -18.5% | +4.4% | -10.0% |
| YTD | -9.4% | -26.7% | +17.3% | -2.7% |
| 1Y | -4.1% | -28.3% | +24.2% | +3.3% |
| 3Y | +10.3% | +12.6% | -2.3% | +0.7% |
| 5Y | -19.7% | -38.7% | +19.0% | -13.3% |
| All | -9.0% | +120.9% | -129.8% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling