-70.0%
U vs TRMB
-38.3%
-31.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.2% |
| 7D | +32.3% | -17.0% | +49.3% | +53.5% |
| 30D | +9.7% | -9.0% | +18.7% | +15.3% |
| 3M | +19.6% | -8.1% | +27.7% | +23.4% |
| 6M | +82.6% | -10.1% | +92.7% | +91.3% |
| YTD | +16.4% | -30.2% | +46.6% | +63.9% |
| 1Y | +28.5% | -30.7% | +59.2% | +82.0% |
| 3Y | +103.8% | +32.6% | +71.1% | +24.9% |
| 5Y | -70.0% | -38.1% | -31.9% | -51.7% |
| All | -70.0% | -38.3% | -31.7% | -51.7% |
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