+2,461.2%
UL vs TRMB
+3,157.0%
-695.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.3% | +2.8% | -2.5% | +0.1% |
| 30D | +3.7% | -5.9% | +9.5% | +3.9% |
| 3M | +5.6% | -3.3% | +8.9% | +5.6% |
| 6M | +17.2% | +1.3% | +15.9% | +16.8% |
| YTD | +3.9% | -29.0% | +32.8% | +5.8% |
| 1Y | 0.0% | -27.8% | +27.7% | +1.7% |
| 3Y | +34.8% | +36.3% | -1.5% | +30.4% |
| 5Y | +32.4% | -35.8% | +68.2% | +33.9% |
| 10Y | +105.3% | +103.1% | +2.2% | +90.7% |
| All | +2,461.2% | +3,157.0% | -695.8% | +2,009.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling