+66.5%
AG vs TRMB
+118.7%
-52.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.6% |
| 7D | -5.8% | -5.4% | -0.4% | -4.3% |
| 30D | +6.4% | -2.0% | +8.3% | +6.9% |
| 3M | +28.4% | +12.3% | +16.0% | +23.6% |
| 6M | -24.5% | -17.6% | -6.8% | -20.8% |
| YTD | +21.2% | -27.5% | +48.6% | +31.5% |
| 1Y | +114.1% | -29.1% | +143.2% | +134.3% |
| 3Y | +268.0% | +11.5% | +256.6% | +247.5% |
| 5Y | +67.3% | -39.5% | +106.8% | +78.6% |
| All | +66.5% | +118.7% | -52.2% | +34.7% |
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