+10,831.4%
TYL vs TRMB
+3,168.1%
+7,663.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -1.6% | +4.1% | -5.7% | -2.2% |
| 30D | +22.1% | -7.0% | +29.1% | +23.0% |
| 3M | +33.4% | -0.9% | +34.3% | +33.0% |
| 6M | +36.8% | -1.2% | +38.0% | +36.7% |
| YTD | -6.7% | -28.7% | +22.1% | -1.8% |
| 1Y | -9.2% | -32.1% | +22.9% | -3.9% |
| 3Y | +1.2% | +33.4% | -32.2% | -4.5% |
| 5Y | -23.0% | -35.6% | +12.6% | -18.8% |
| 10Y | +182.0% | +103.8% | +78.2% | +148.6% |
| All | +10,831.4% | +3,168.1% | +7,663.3% | +6,347.6% |
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