+41.6%
AA vs TRMB
+102.3%
-60.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.5% |
| 7D | +0.5% | +2.8% | -2.3% | -1.3% |
| 30D | -0.6% | -5.9% | +5.3% | +0.8% |
| 3M | -19.7% | -3.3% | -16.4% | -20.4% |
| 6M | -41.6% | +1.3% | -42.9% | -44.7% |
| YTD | -24.6% | -29.0% | +4.4% | -10.6% |
| 1Y | +4.9% | -27.8% | +32.6% | +23.0% |
| 3Y | +66.8% | +36.3% | +30.5% | +25.0% |
| 5Y | -19.4% | -35.8% | +16.4% | -2.1% |
| All | +41.6% | +102.3% | -60.8% | -13.6% |
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 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