-29.5%
ALB vs TRMB
+13.5%
-43.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | -8.1% | -2.5% | -5.5% | -6.8% |
| 30D | +6.3% | +1.5% | +4.7% | +5.3% |
| 3M | -23.6% | +6.8% | -30.3% | -26.9% |
| 6M | -24.6% | -14.9% | -9.7% | -17.9% |
| YTD | -10.3% | -24.1% | +13.8% | +4.9% |
| 1Y | +61.5% | -25.4% | +86.9% | +90.2% |
| All | -29.5% | +13.5% | -43.0% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling