-22.7%
U vs TRMB
+10.8%
-33.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.6% | +5.6% |
| 7D | +2.6% | +2.8% | -0.3% | -0.3% |
| 30D | +27.6% | -5.9% | +33.4% | +29.0% |
| 3M | +15.3% | -3.3% | +18.6% | +13.1% |
| 6M | +96.4% | +1.3% | +95.0% | +82.1% |
| YTD | +19.6% | -29.0% | +48.5% | +61.7% |
| 1Y | +42.1% | -27.8% | +69.9% | +88.9% |
| 3Y | +87.5% | +36.3% | +51.2% | +22.1% |
| 5Y | -73.1% | -35.8% | -37.3% | -61.5% |
| All | -22.7% | +10.8% | -33.6% | -14.5% |
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