+96.6%
USB vs TRMB
+27.7%
+68.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -17.3% | +19.2% | +8.6% |
| 7D | +2.4% | -15.7% | +18.1% | +8.2% |
| 30D | +6.6% | -7.8% | +14.3% | +8.1% |
| 3M | -4.1% | -9.3% | +5.2% | -2.3% |
| 6M | +12.5% | -20.8% | +33.3% | +21.8% |
| YTD | +17.6% | -30.8% | +48.4% | +35.7% |
| 1Y | +36.5% | -31.0% | +67.5% | +57.1% |
| All | +96.6% | +27.7% | +68.9% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling