+72.8%
AG vs TRMB
-39.0%
+111.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +3.0% |
| 7D | -0.1% | -2.9% | +2.8% | +1.0% |
| 30D | +12.5% | -1.8% | +14.2% | +13.2% |
| 3M | +28.2% | +8.4% | +19.8% | +23.4% |
| 6M | -18.8% | -18.5% | -0.3% | -12.9% |
| YTD | +27.4% | -26.7% | +54.1% | +42.3% |
| 1Y | +132.2% | -28.3% | +160.5% | +162.4% |
| 3Y | +286.9% | +12.6% | +274.3% | +246.1% |
| 5Y | +72.8% | -38.7% | +111.5% | +87.2% |
| All | +72.8% | -39.0% | +111.8% | +87.2% |
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