+163.6%
W vs TRMB
+99.7%
+63.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +3.4% |
| 7D | -4.2% | -2.5% | -1.6% | -2.1% |
| 30D | -7.6% | +1.5% | -9.1% | -8.9% |
| 3M | +37.2% | +6.8% | +30.4% | +30.7% |
| 6M | +26.3% | -14.9% | +41.3% | +43.5% |
| YTD | -1.0% | -24.1% | +23.1% | +22.3% |
| 1Y | +20.1% | -25.4% | +45.5% | +50.1% |
| 3Y | +37.8% | +8.0% | +29.8% | +30.7% |
| 5Y | -63.7% | -37.3% | -26.3% | -47.1% |
| 10Y | +156.3% | +116.8% | +39.5% | +99.4% |
| All | +163.6% | +99.7% | +63.9% | +85.8% |
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