-22.4%
TYL vs TRMB
-38.3%
+15.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | +6.7% | -16.7% | +23.3% | +14.4% |
| 30D | +26.5% | -9.9% | +36.5% | +30.4% |
| 3M | +37.3% | -7.6% | +44.9% | +39.8% |
| 6M | +31.2% | -14.7% | +45.8% | +38.6% |
| YTD | -7.4% | -30.9% | +23.6% | +7.7% |
| 1Y | -9.6% | -31.3% | +21.8% | +5.0% |
| 3Y | +1.9% | +29.4% | -27.5% | -20.6% |
| All | -22.4% | -38.3% | +15.9% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling