+37.3%
APA vs TRMB
+29.6%
+7.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.5% |
| 7D | -8.7% | -17.0% | +8.2% | -3.3% |
| 30D | -2.4% | -9.0% | +6.6% | +0.2% |
| 3M | +19.0% | -8.1% | +27.1% | +21.5% |
| 6M | +26.8% | -10.1% | +36.9% | +30.2% |
| YTD | +87.3% | -30.2% | +117.6% | +114.0% |
| 1Y | +92.3% | -30.7% | +123.0% | +118.9% |
| 3Y | +37.3% | +32.6% | +4.6% | +4.7% |
| All | +37.3% | +29.6% | +7.6% | +4.7% |
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