+262.2%
AA vs TRMB
+3,100.8%
-2,838.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.5% |
| 7D | +4.8% | -17.0% | +21.8% | +9.0% |
| 30D | -0.6% | -9.0% | +8.4% | +0.9% |
| 3M | -16.3% | -8.1% | -8.1% | -15.3% |
| 6M | -33.4% | -10.1% | -23.3% | -32.6% |
| YTD | -20.7% | -30.2% | +9.5% | -15.0% |
| 1Y | +12.9% | -30.7% | +43.6% | +21.4% |
| 3Y | +75.7% | +32.6% | +43.1% | +63.6% |
| 5Y | -6.8% | -38.1% | +31.3% | +3.4% |
| 10Y | +53.6% | +98.9% | -45.3% | +35.9% |
| All | +262.2% | +3,100.8% | -2,838.5% | +119.7% |
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