+3,585.7%
ALNY vs TRMB
+755.1%
+2,830.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | -3.5% | -2.9% | -0.6% | -2.5% |
| 30D | +18.9% | -1.8% | +20.7% | +19.5% |
| 3M | -13.3% | +8.4% | -21.7% | -15.8% |
| 6M | -20.3% | -18.5% | -1.7% | -14.7% |
| YTD | -35.1% | -26.7% | -8.4% | -28.2% |
| 1Y | -46.5% | -28.3% | -18.2% | -40.7% |
| 3Y | +28.1% | +12.6% | +15.5% | +16.7% |
| 5Y | +36.1% | -38.7% | +74.8% | +50.9% |
| 10Y | +269.7% | +120.8% | +148.9% | +142.7% |
| All | +3,585.7% | +755.1% | +2,830.6% | +1,824.3% |
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