+34.8%
AIG vs TRMB
+12.4%
+22.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -1.2% | -3.0% | +1.9% | -0.6% |
| 30D | -1.1% | +2.3% | -3.4% | -1.5% |
| 3M | +0.7% | +15.3% | -14.6% | -2.2% |
| 6M | -2.2% | -14.7% | +12.5% | +0.5% |
| YTD | -10.8% | -26.4% | +15.6% | -6.0% |
| 1Y | -2.0% | -30.4% | +28.4% | +4.3% |
| 3Y | +34.8% | +13.5% | +21.3% | +29.6% |
| All | +34.8% | +12.4% | +22.4% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling