+9,294.3%
TYL vs TRMB
+3,381.2%
+5,913.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -3.7% | -2.5% | -1.2% | -3.3% |
| 30D | +18.7% | +1.5% | +17.2% | +18.5% |
| 3M | +18.1% | +6.8% | +11.4% | +17.1% |
| 6M | -1.1% | -14.9% | +13.8% | +1.5% |
| YTD | -19.8% | -24.1% | +4.3% | -16.1% |
| 1Y | -34.3% | -25.4% | -8.9% | -31.2% |
| 3Y | -8.2% | +8.0% | -16.2% | -10.2% |
| 5Y | -25.4% | -37.3% | +11.9% | -20.8% |
| 10Y | +115.6% | +116.8% | -1.2% | +88.9% |
| All | +9,294.3% | +3,381.2% | +5,913.2% | +5,409.0% |
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 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