+87.3%
ALB vs TRMB
+113.5%
-26.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.5% |
| 7D | -8.6% | -2.9% | -5.7% | -7.1% |
| 30D | -4.0% | -1.8% | -2.3% | -3.2% |
| 3M | -17.4% | +8.4% | -25.8% | -21.9% |
| 6M | -25.4% | -18.5% | -6.8% | -17.8% |
| YTD | -10.5% | -26.7% | +16.2% | +3.9% |
| 1Y | +75.8% | -28.3% | +104.1% | +106.3% |
| 3Y | -28.5% | +12.6% | -41.1% | -35.7% |
| 5Y | -45.1% | -38.7% | -6.4% | -33.2% |
| 10Y | +87.3% | +120.8% | -33.4% | +37.2% |
| All | +87.3% | +113.5% | -26.2% | +37.2% |
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