+196.2%
W vs TRMB
+81.7%
+114.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.1% |
| 7D | -3.6% | -16.7% | +13.1% | +7.2% |
| 30D | +7.0% | -9.9% | +16.9% | +12.0% |
| 3M | +7.4% | -7.6% | +15.0% | +9.7% |
| 6M | +69.3% | -14.7% | +84.0% | +85.4% |
| YTD | +11.3% | -30.9% | +42.2% | +42.5% |
| 1Y | +13.2% | -31.3% | +44.6% | +45.5% |
| 3Y | +142.0% | +29.4% | +112.6% | +97.0% |
| 5Y | -54.6% | -37.4% | -17.3% | -34.8% |
| 10Y | +243.7% | +109.2% | +134.5% | +173.6% |
| All | +196.2% | +81.7% | +114.5% | +116.5% |
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