+159.2%
W vs TRMB
+120.9%
+38.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +2.3% |
| 7D | +5.9% | -2.9% | +8.8% | +8.7% |
| 30D | -3.0% | -1.8% | -1.3% | -1.9% |
| 3M | +40.3% | +8.4% | +31.9% | +30.7% |
| 6M | +32.2% | -18.5% | +50.7% | +58.8% |
| YTD | -0.3% | -26.7% | +26.5% | +30.9% |
| 1Y | +16.2% | -28.3% | +44.5% | +55.1% |
| 3Y | +40.7% | +12.6% | +28.1% | +24.8% |
| 5Y | -62.3% | -38.7% | -23.6% | -40.7% |
| All | +159.2% | +120.9% | +38.4% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling