-36.4%
AAL vs TRMB
-38.3%
+1.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.4% | +6.8% |
| 7D | +8.3% | -17.0% | +25.2% | +18.8% |
| 30D | +11.0% | -9.0% | +20.0% | +14.8% |
| 3M | -11.2% | -8.1% | -3.1% | -9.2% |
| 6M | +6.1% | -10.1% | +16.1% | +9.5% |
| YTD | -7.6% | -30.2% | +22.6% | +12.1% |
| 1Y | +3.7% | -30.7% | +34.4% | +26.4% |
| 3Y | +20.5% | +32.6% | -12.1% | -5.4% |
| 5Y | -36.4% | -38.1% | +1.8% | -23.0% |
| All | -36.4% | -38.3% | +1.9% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling