+558.1%
TTD vs TRMB
+96.4%
+461.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | +19.9% | -16.6% | +36.5% | +34.7% |
| 30D | +27.6% | -8.9% | +36.5% | +34.1% |
| 3M | +15.2% | -6.3% | +21.5% | +17.8% |
| 6M | -33.2% | -10.0% | -23.2% | -29.7% |
| YTD | -59.4% | -30.1% | -29.3% | -47.9% |
| 1Y | -64.4% | -31.3% | -33.1% | -53.9% |
| 3Y | -75.9% | +30.8% | -106.7% | -82.4% |
| 5Y | -82.6% | -35.9% | -46.7% | -76.6% |
| 10Y | +558.1% | +101.7% | +456.4% | +356.2% |
| All | +558.1% | +96.4% | +461.7% | +356.2% |
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