+3,306.4%
V vs TRMB
+286.4%
+3,020.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -0.8% | -17.0% | +16.2% | +5.0% |
| 30D | +9.5% | -9.0% | +18.5% | +12.1% |
| 3M | +16.7% | -8.1% | +24.8% | +18.7% |
| 6M | +32.9% | -10.1% | +43.0% | +35.6% |
| YTD | +21.1% | -30.2% | +51.3% | +34.7% |
| 1Y | +26.6% | -30.7% | +57.3% | +40.9% |
| 3Y | +78.4% | +32.6% | +45.7% | +51.8% |
| 5Y | +105.5% | -38.1% | +143.6% | +126.0% |
| 10Y | +444.2% | +98.9% | +345.3% | +267.5% |
| All | +3,306.4% | +286.4% | +3,020.0% | +1,330.2% |
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 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