+18.4%
U vs TRMB
-31.2%
+49.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -17.3% | +22.2% | +16.8% |
| 7D | +7.5% | -15.7% | +23.2% | +17.5% |
| 30D | -7.0% | -7.8% | +0.7% | -7.2% |
| 3M | +20.6% | -9.3% | +29.9% | +22.0% |
| 6M | +53.2% | -20.8% | +74.0% | +84.0% |
| YTD | -3.9% | -30.8% | +26.9% | +37.3% |
| 1Y | +18.4% | -31.0% | +49.4% | +68.3% |
| All | +18.4% | -31.2% | +49.6% | +68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling