+2,444.5%
UL vs TRMB
+3,206.1%
-761.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.3% |
| 7D | -1.7% | +4.1% | -5.8% | -2.0% |
| 30D | +4.5% | -5.1% | +9.6% | +4.7% |
| 3M | +5.5% | -2.6% | +8.1% | +5.4% |
| 6M | +17.0% | -2.7% | +19.7% | +16.9% |
| YTD | +3.2% | -27.9% | +31.1% | +5.0% |
| 1Y | -1.9% | -29.0% | +27.1% | 0.0% |
| 3Y | +33.6% | +35.0% | -1.4% | +29.3% |
| 5Y | +31.5% | -33.9% | +65.4% | +32.8% |
| 10Y | +103.9% | +106.1% | -2.2% | +89.2% |
| All | +2,444.5% | +3,206.1% | -761.6% | +1,993.7% |
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 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