-62.1%
W vs TRMB
-37.5%
-24.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.9% |
| 7D | +6.5% | -0.3% | +6.8% | +6.8% |
| 30D | -6.2% | -1.2% | -5.0% | -5.4% |
| 3M | +48.9% | +9.6% | +39.3% | +33.5% |
| 6M | +31.2% | -16.1% | +47.3% | +59.9% |
| YTD | -0.4% | -25.0% | +24.5% | +37.0% |
| 1Y | +14.8% | -27.7% | +42.5% | +63.9% |
| 3Y | +40.5% | +15.3% | +25.2% | +5.2% |
| 5Y | -62.1% | -37.4% | -24.7% | -35.3% |
| All | -62.1% | -37.5% | -24.6% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling