+180.7%
TYL vs TRMB
+102.8%
+77.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.3% | -16.6% | +20.9% | +10.4% |
| 30D | +28.0% | -8.9% | +36.8% | +30.8% |
| 3M | +32.3% | -6.3% | +38.6% | +33.9% |
| 6M | +29.9% | -10.0% | +39.9% | +33.5% |
| YTD | -7.1% | -30.1% | +23.0% | +4.5% |
| 1Y | -9.2% | -31.3% | +22.1% | +2.5% |
| 3Y | +0.7% | +30.8% | -30.1% | -13.4% |
| 5Y | -21.1% | -35.9% | +14.9% | -13.2% |
| All | +180.7% | +102.8% | +77.9% | +117.0% |
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