+45.0%
AA vs TRMB
+96.4%
-51.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | +1.2% | -16.6% | +17.8% | +11.7% |
| 30D | -5.0% | -8.9% | +3.9% | -1.5% |
| 3M | -22.2% | -6.3% | -15.9% | -21.4% |
| 6M | -36.3% | -10.0% | -26.4% | -34.9% |
| YTD | -24.2% | -30.1% | +5.9% | -9.2% |
| 1Y | +3.9% | -31.3% | +35.2% | +26.2% |
| 3Y | +67.6% | +30.8% | +36.7% | +29.1% |
| 5Y | -8.8% | -35.9% | +27.1% | +10.8% |
| 10Y | +45.0% | +101.7% | -56.8% | -12.0% |
| All | +45.0% | +96.4% | -51.5% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling