+400.4%
ALAB vs TRMB
-6.4%
+406.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.8% | +10.5% |
| 7D | +7.2% | -2.5% | +9.8% | +9.3% |
| 30D | -2.5% | +1.5% | -4.0% | -4.1% |
| 3M | -13.3% | +6.8% | -20.1% | -19.7% |
| 6M | +172.8% | -14.9% | +187.8% | +211.2% |
| YTD | +86.6% | -24.1% | +110.7% | +136.3% |
| 1Y | +65.2% | -25.4% | +90.5% | +114.1% |
| All | +400.4% | -6.4% | +406.9% | +374.1% |
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