+90.5%
AA vs TRMB
+13.0%
+77.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.3% |
| 7D | +1.7% | -0.3% | +1.9% | +1.8% |
| 30D | +3.3% | -1.2% | +4.6% | +3.7% |
| 3M | -29.4% | +9.6% | -39.0% | -34.4% |
| 6M | -12.8% | -16.1% | +3.3% | -3.6% |
| YTD | -2.1% | -25.0% | +22.8% | +17.5% |
| 1Y | +62.8% | -27.7% | +90.5% | +101.3% |
| 3Y | +90.5% | +15.3% | +75.2% | +59.1% |
| All | +90.5% | +13.0% | +77.4% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling