+361.1%
TTD vs TRMB
+112.4%
+248.8%
-90.7%
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% | +0.9% |
| 7D | -4.6% | -2.9% | -1.7% | -2.3% |
| 30D | +3.7% | -1.8% | +5.4% | +5.1% |
| 3M | -30.2% | +8.4% | -38.6% | -35.0% |
| 6M | -51.4% | -18.5% | -32.9% | -43.2% |
| YTD | -63.4% | -26.7% | -36.7% | -53.5% |
| 1Y | -73.5% | -28.3% | -45.2% | -66.1% |
| 3Y | -83.5% | +12.6% | -96.0% | -86.1% |
| 5Y | -80.9% | -38.7% | -42.2% | -72.7% |
| All | +361.1% | +112.4% | +248.8% | +171.4% |
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