+92.7%
USB vs TRMB
+104.0%
-11.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -1.5% | -17.9% | +16.4% | +5.9% |
| 30D | +4.3% | -12.0% | +16.3% | +8.7% |
| 3M | -6.1% | -8.4% | +2.4% | -4.2% |
| 6M | +9.4% | -21.5% | +30.9% | +18.6% |
| YTD | +15.2% | -31.5% | +46.7% | +31.8% |
| 1Y | +32.8% | -33.4% | +66.2% | +53.5% |
| 3Y | +91.3% | +26.5% | +64.8% | +64.3% |
| 5Y | +22.7% | -37.9% | +60.6% | +37.8% |
| All | +92.7% | +104.0% | -11.3% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling