+45.7%
TSN vs TRMB
+36.0%
+9.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.9% |
| 7D | -0.3% | +4.1% | -4.4% | -0.5% |
| 30D | +11.8% | -5.1% | +16.8% | +11.5% |
| 3M | +7.1% | -2.6% | +9.7% | +6.5% |
| 6M | -9.2% | -2.7% | -6.5% | -9.9% |
| YTD | +4.8% | -27.9% | +32.7% | +6.3% |
| 1Y | +11.6% | -29.0% | +40.7% | +13.4% |
| All | +45.7% | +36.0% | +9.7% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling