-22.5%
AAL vs TRMB
+596.6%
-619.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -2.0% |
| 7D | +3.4% | +4.1% | -0.7% | +1.0% |
| 30D | +11.7% | -5.1% | +16.8% | +12.9% |
| 3M | -7.8% | -2.6% | -5.2% | -8.7% |
| 6M | +10.2% | -2.7% | +12.9% | +8.9% |
| YTD | -8.0% | -27.9% | +19.9% | +8.0% |
| 1Y | +8.5% | -29.0% | +37.6% | +28.7% |
| 3Y | +19.5% | +35.0% | -15.5% | -4.3% |
| 5Y | -33.9% | -33.9% | 0.0% | -20.9% |
| 10Y | -66.0% | +106.1% | -172.1% | -80.4% |
| All | -22.5% | +596.6% | -619.1% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling