-68.6%
AAL vs TRMB
+102.3%
-170.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.8% |
| 7D | -0.1% | +2.8% | -2.9% | -1.7% |
| 30D | +11.7% | -5.9% | +17.6% | +13.3% |
| 3M | -12.5% | -3.3% | -9.2% | -13.2% |
| 6M | +3.6% | +1.3% | +2.3% | -0.5% |
| YTD | -14.1% | -29.0% | +14.9% | +2.4% |
| 1Y | +0.8% | -27.8% | +28.5% | +18.8% |
| 3Y | +11.8% | +36.3% | -24.5% | -12.0% |
| 5Y | -35.1% | -35.8% | +0.7% | -20.8% |
| All | -68.6% | +102.3% | -170.9% | -78.7% |
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 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