+2,254.7%
ALB vs TRMB
+2,885.4%
-630.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +9.1% | -16.7% | +25.7% | +13.2% |
| 30D | -3.4% | -9.9% | +6.5% | -1.7% |
| 3M | -20.6% | -7.6% | -13.0% | -19.7% |
| 6M | -48.2% | -14.7% | -33.5% | -46.9% |
| YTD | -29.2% | -30.9% | +1.7% | -23.9% |
| 1Y | +10.0% | -31.3% | +41.4% | +18.3% |
| 3Y | -12.9% | +29.4% | -42.3% | -18.8% |
| 5Y | -61.3% | -37.4% | -23.9% | -57.5% |
| 10Y | +35.8% | +109.2% | -73.4% | +16.1% |
| All | +2,254.7% | +2,885.4% | -630.7% | +1,255.3% |
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 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