+2,383.4%
UL vs TRMB
+3,381.2%
-997.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | -1.3% | -2.5% | +1.2% | -1.2% |
| 30D | +0.5% | +1.5% | -1.0% | +0.4% |
| 3M | +17.6% | +6.8% | +10.8% | +17.0% |
| 6M | -5.4% | -14.9% | +9.6% | -4.5% |
| YTD | +0.7% | -24.1% | +24.8% | +2.4% |
| 1Y | -9.3% | -25.4% | +16.1% | -7.7% |
| 3Y | +24.5% | +8.0% | +16.5% | +22.6% |
| 5Y | +23.2% | -37.3% | +60.5% | +25.0% |
| 10Y | +64.5% | +116.8% | -52.3% | +52.4% |
| All | +2,383.4% | +3,381.2% | -997.8% | +1,940.4% |
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 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