+129.6%
TT vs TRMB
+8.5%
+121.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.1% |
| 7D | 0.0% | -2.5% | +2.5% | +0.6% |
| 30D | -7.2% | +1.5% | -8.7% | -7.6% |
| 3M | -3.0% | +6.8% | -9.7% | -4.7% |
| 6M | +1.4% | -14.9% | +16.3% | +4.9% |
| YTD | +15.9% | -24.1% | +40.0% | +23.3% |
| 1Y | +9.4% | -25.4% | +34.8% | +16.8% |
| All | +129.6% | +8.5% | +121.1% | +139.5% |
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