+89.2%
USB vs TRMB
+105.8%
-16.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.5% | +2.1% |
| 7D | +0.8% | -17.0% | +17.7% | +7.8% |
| 30D | +6.8% | -9.0% | +15.8% | +9.7% |
| 3M | -3.8% | -8.1% | +4.3% | -2.0% |
| 6M | +11.7% | -10.1% | +21.8% | +14.2% |
| YTD | +17.5% | -30.2% | +47.7% | +33.4% |
| 1Y | +33.8% | -30.7% | +64.5% | +52.0% |
| 3Y | +104.2% | +32.6% | +71.6% | +72.0% |
| 5Y | +26.4% | -38.1% | +64.6% | +42.4% |
| 10Y | +89.2% | +98.9% | -9.7% | +29.2% |
| All | +89.2% | +105.8% | -16.6% | +29.2% |
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