-16.3%
AIG vs TRMB
+3,260.0%
-3,276.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | -1.4% | -2.9% | +1.4% | -0.9% |
| 30D | -3.3% | -1.8% | -1.5% | -3.1% |
| 3M | +2.2% | +8.4% | -6.2% | +0.4% |
| 6M | -2.1% | -18.5% | +16.4% | +1.3% |
| YTD | -11.2% | -26.7% | +15.5% | -6.5% |
| 1Y | -2.1% | -28.3% | +26.2% | +3.2% |
| 3Y | +34.4% | +12.6% | +21.8% | +28.4% |
| 5Y | +53.7% | -38.7% | +92.4% | +62.6% |
| 10Y | +64.4% | +120.8% | -56.4% | +39.4% |
| All | -16.3% | +3,260.0% | -3,276.3% | -49.8% |
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