-7.3%
ALB vs TRMB
-31.2%
+23.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.4% | -4.2% |
| 7D | +5.3% | -16.6% | +21.8% | +6.1% |
| 30D | -6.3% | -8.9% | +2.6% | -7.0% |
| 3M | -27.4% | -6.3% | -21.1% | -28.2% |
| 6M | -53.1% | -10.0% | -43.1% | -52.7% |
| YTD | -32.3% | -30.1% | -2.2% | -25.5% |
| 1Y | -7.3% | -31.3% | +24.0% | +2.6% |
| All | -7.3% | -31.2% | +23.9% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling