+40.1%
W vs TRMB
+13.5%
+26.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +3.5% |
| 7D | -4.2% | -2.5% | -1.6% | -1.8% |
| 30D | -7.6% | +1.5% | -9.1% | -9.1% |
| 3M | +37.2% | +6.8% | +30.4% | +29.8% |
| 6M | +26.3% | -14.9% | +41.3% | +45.5% |
| YTD | -1.0% | -24.1% | +23.1% | +25.7% |
| 1Y | +20.1% | -25.4% | +45.5% | +54.4% |
| All | +40.1% | +13.5% | +26.6% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling