-68.0%
U vs TRMB
-37.5%
-30.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.9% |
| 7D | +4.5% | -0.3% | +4.7% | +4.8% |
| 30D | -0.6% | -1.2% | +0.6% | +0.2% |
| 3M | +48.4% | +9.6% | +38.8% | +32.5% |
| 6M | +115.4% | -16.1% | +131.5% | +155.5% |
| YTD | -3.2% | -25.0% | +21.8% | +33.0% |
| 1Y | -6.0% | -27.7% | +21.6% | +34.7% |
| 3Y | +13.5% | +15.3% | -1.8% | -13.2% |
| 5Y | -68.0% | -37.4% | -30.6% | -42.9% |
| All | -68.0% | -37.5% | -30.5% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling