-23.1%
TYL vs TRMB
-36.0%
+13.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +0.8% | +2.8% | -2.0% | -0.5% |
| 30D | +21.1% | -5.9% | +27.0% | +22.3% |
| 3M | +28.9% | -3.3% | +32.2% | +28.4% |
| 6M | +42.0% | +1.3% | +40.7% | +38.4% |
| YTD | -6.6% | -29.0% | +22.4% | +7.1% |
| 1Y | -9.1% | -27.8% | +18.7% | +3.3% |
| 3Y | +1.8% | +36.3% | -34.5% | -22.8% |
| All | -23.1% | -36.0% | +13.0% | -0.9% |
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