+2,926.4%
V vs TRMB
+320.3%
+2,606.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | -1.7% | -2.5% | +0.8% | -0.8% |
| 30D | +2.0% | +1.5% | +0.4% | +1.3% |
| 3M | +17.4% | +6.8% | +10.6% | +14.1% |
| 6M | +17.5% | -14.9% | +32.4% | +23.6% |
| YTD | +7.6% | -24.1% | +31.7% | +17.5% |
| 1Y | +7.7% | -25.4% | +33.1% | +17.8% |
| 3Y | +54.7% | +8.0% | +46.6% | +43.0% |
| 5Y | +73.0% | -37.3% | +110.4% | +91.8% |
| 10Y | +390.9% | +116.8% | +274.0% | +224.8% |
| All | +2,926.4% | +320.3% | +2,606.1% | +1,148.2% |
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