+9,417.6%
USB vs TRMB
+3,075.6%
+6,342.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -17.3% | +19.2% | +4.8% |
| 7D | +2.4% | -15.7% | +18.1% | +5.0% |
| 30D | +6.6% | -7.8% | +14.3% | +7.6% |
| 3M | -4.1% | -9.3% | +5.2% | -3.0% |
| 6M | +12.5% | -20.8% | +33.3% | +16.0% |
| YTD | +17.6% | -30.8% | +48.4% | +23.9% |
| 1Y | +36.5% | -31.0% | +67.5% | +43.7% |
| 3Y | +95.4% | +27.9% | +67.5% | +86.2% |
| 5Y | +26.1% | -37.4% | +63.5% | +33.0% |
| 10Y | +101.3% | +109.7% | -8.4% | +76.8% |
| All | +9,417.6% | +3,075.6% | +6,342.0% | +5,879.0% |
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