+1.4%
AAL vs TRMB
-29.4%
+30.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +1.5% |
| 7D | -1.3% | -2.9% | +1.6% | +0.3% |
| 30D | -13.7% | -1.8% | -12.0% | -13.1% |
| 3M | -8.2% | +8.4% | -16.6% | -12.9% |
| 6M | +13.1% | -18.5% | +31.6% | +25.5% |
| YTD | -15.6% | -26.7% | +11.1% | +0.3% |
| 1Y | +1.4% | -28.3% | +29.7% | +20.6% |
| All | +1.4% | -29.4% | +30.8% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling