+443.1%
TTMI vs TRMB
+1,477.1%
-1,034.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.9% | +9.3% |
| 7D | +5.9% | -2.5% | +8.4% | +7.1% |
| 30D | -4.3% | +1.5% | -5.8% | -5.5% |
| 3M | -32.0% | +6.8% | -38.8% | -35.6% |
| 6M | +19.5% | -14.9% | +34.4% | +25.4% |
| YTD | +82.0% | -24.1% | +106.1% | +100.6% |
| 1Y | +172.6% | -25.4% | +198.0% | +205.4% |
| 3Y | +744.7% | +8.0% | +736.6% | +692.6% |
| 5Y | +805.6% | -37.3% | +842.9% | +962.9% |
| 10Y | +1,057.6% | +116.8% | +940.8% | +628.6% |
| All | +443.1% | +1,477.1% | -1,034.0% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling