-38.4%
U vs TRMB
+13.2%
-51.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.1% |
| 7D | 0.0% | -5.4% | +5.4% | +5.7% |
| 30D | -4.1% | -2.0% | -2.1% | -2.7% |
| 3M | +57.8% | +12.3% | +45.5% | +38.3% |
| 6M | +103.5% | -17.6% | +121.1% | +142.7% |
| YTD | -4.8% | -27.5% | +22.7% | +32.5% |
| 1Y | -2.4% | -29.1% | +26.7% | +39.3% |
| 3Y | +11.7% | +11.5% | +0.2% | -6.8% |
| 5Y | -68.9% | -39.5% | -29.4% | -52.1% |
| All | -38.4% | +13.2% | -51.7% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling