+31.5%
UL vs TRMB
-34.2%
+65.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.4% |
| 7D | -1.7% | +4.1% | -5.8% | -2.1% |
| 30D | +4.5% | -5.1% | +9.6% | +4.6% |
| 3M | +5.5% | -2.6% | +8.1% | +5.2% |
| 6M | +17.0% | -2.7% | +19.7% | +16.5% |
| YTD | +3.2% | -27.9% | +31.1% | +5.9% |
| 1Y | -1.9% | -29.0% | +27.1% | +0.9% |
| 3Y | +33.6% | +35.0% | -1.4% | +21.9% |
| 5Y | +31.5% | -33.9% | +65.4% | +31.4% |
| All | +31.5% | -34.2% | +65.7% | +31.4% |
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