-65.2%
AAL vs TRMB
+118.7%
-183.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | -0.9% | -5.4% | +4.5% | +2.6% |
| 30D | -16.0% | -2.0% | -14.0% | -15.2% |
| 3M | -4.2% | +12.3% | -16.6% | -11.5% |
| 6M | +15.7% | -17.6% | +33.3% | +29.1% |
| YTD | -16.2% | -27.5% | +11.3% | +1.0% |
| 1Y | +0.2% | -29.1% | +29.3% | +22.5% |
| 3Y | -8.1% | +11.5% | -19.6% | -17.1% |
| 5Y | -32.2% | -39.5% | +7.3% | -12.6% |
| All | -65.2% | +118.7% | -183.9% | -77.5% |
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