+2,885.9%
ALB vs TRMB
+3,181.1%
-295.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | -8.1% | -2.5% | -5.5% | -7.5% |
| 30D | +6.3% | +1.5% | +4.7% | +5.9% |
| 3M | -23.6% | +6.8% | -30.3% | -25.1% |
| 6M | -24.6% | -14.9% | -9.7% | -22.1% |
| YTD | -10.3% | -24.1% | +13.8% | -5.0% |
| 1Y | +61.5% | -25.4% | +86.9% | +71.8% |
| 3Y | -34.0% | +8.0% | -42.0% | -35.5% |
| 5Y | -44.6% | -37.3% | -7.3% | -38.9% |
| 10Y | +76.1% | +116.8% | -40.7% | +49.9% |
| All | +2,885.9% | +3,181.1% | -295.2% | +1,593.4% |
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