+38.6%
ALB vs TRMB
+102.3%
-63.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -5.8% | +2.8% | -8.6% | -7.2% |
| 30D | -4.5% | -5.9% | +1.3% | -3.6% |
| 3M | -28.1% | -3.3% | -24.8% | -28.5% |
| 6M | -53.2% | +1.3% | -54.5% | -55.2% |
| YTD | -33.3% | -29.0% | -4.3% | -23.0% |
| 1Y | -17.4% | -27.8% | +10.3% | -5.7% |
| 3Y | -14.1% | +36.3% | -50.4% | -31.8% |
| 5Y | -64.0% | -35.8% | -28.2% | -58.1% |
| All | +38.6% | +102.3% | -63.7% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling