+152.3%
W vs TRMB
+118.7%
+33.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -1.8% |
| 7D | +0.5% | -5.4% | +5.9% | +5.6% |
| 30D | -5.6% | -2.0% | -3.6% | -4.2% |
| 3M | +41.9% | +12.3% | +29.6% | +28.0% |
| 6M | +30.2% | -17.6% | +47.8% | +54.9% |
| YTD | -2.9% | -27.5% | +24.5% | +28.6% |
| 1Y | +11.6% | -29.1% | +40.7% | +50.5% |
| 3Y | +37.0% | +11.5% | +25.5% | +22.6% |
| 5Y | -62.8% | -39.5% | -23.4% | -40.9% |
| All | +152.3% | +118.7% | +33.6% | +73.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling