+331.7%
AA vs TRMB
+3,381.2%
-3,049.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -0.7% | -2.5% | +1.8% | -0.1% |
| 30D | +5.0% | +1.5% | +3.5% | +4.5% |
| 3M | -35.8% | +6.8% | -42.6% | -37.1% |
| 6M | -18.4% | -14.9% | -3.4% | -15.9% |
| YTD | -5.5% | -24.1% | +18.6% | 0.0% |
| 1Y | +61.0% | -25.4% | +86.4% | +71.3% |
| 3Y | +66.2% | +8.0% | +58.2% | +63.3% |
| 5Y | +11.4% | -37.3% | +48.7% | +23.9% |
| 10Y | +116.9% | +116.8% | +0.1% | +89.3% |
| All | +331.7% | +3,381.2% | -3,049.5% | +158.4% |
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