-32.5%
AAL vs TRMB
-37.5%
+5.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.9% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -19.0% | -1.2% | -17.8% | -18.6% |
| 3M | -5.1% | +9.6% | -14.7% | -11.2% |
| 6M | +15.5% | -16.1% | +31.6% | +28.1% |
| YTD | -15.8% | -25.0% | +9.2% | +0.3% |
| 1Y | -0.3% | -27.7% | +27.4% | +21.6% |
| 3Y | -7.7% | +15.3% | -23.0% | -18.9% |
| 5Y | -32.5% | -37.4% | +4.9% | -17.0% |
| All | -32.5% | -37.5% | +5.0% | -17.0% |
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