+97.6%
AGG vs TRMB
+1,417.2%
-1,319.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.2% |
| 7D | -0.2% | -2.9% | +2.7% | -0.2% |
| 30D | -0.2% | -1.8% | +1.5% | -0.2% |
| 3M | -0.7% | +8.4% | -9.1% | -0.7% |
| 6M | -1.8% | -18.5% | +16.8% | -1.8% |
| YTD | -0.6% | -26.7% | +26.2% | -0.6% |
| 1Y | +0.4% | -28.3% | +28.7% | +0.3% |
| 3Y | +13.2% | +12.6% | +0.6% | +13.2% |
| 5Y | -2.0% | -38.7% | +36.7% | -2.2% |
| 10Y | +15.1% | +120.8% | -105.7% | +16.3% |
| All | +97.6% | +1,417.2% | -1,319.5% | +107.8% |
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