+203.4%
W vs TRMB
+89.7%
+113.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | -0.7% |
| 7D | -7.4% | +4.1% | -11.5% | -10.1% |
| 30D | +7.8% | -5.1% | +12.9% | +8.4% |
| 3M | +10.9% | -2.6% | +13.5% | +8.8% |
| 6M | +86.4% | -2.7% | +89.1% | +84.3% |
| YTD | +14.0% | -27.9% | +41.9% | +41.3% |
| 1Y | +3.5% | -29.0% | +32.5% | +29.7% |
| 3Y | +164.8% | +35.0% | +129.8% | +108.5% |
| 5Y | -53.1% | -33.9% | -19.2% | -35.2% |
| 10Y | +220.4% | +106.1% | +114.3% | +150.0% |
| All | +203.4% | +89.7% | +113.7% | +114.6% |
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 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