+965.9%
APA vs TRMB
+3,104.9%
-2,139.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -5.5% | -16.6% | +11.0% | -2.4% |
| 30D | -1.2% | -8.9% | +7.7% | +0.4% |
| 3M | +10.6% | -6.3% | +16.9% | +11.6% |
| 6M | +28.4% | -10.0% | +38.4% | +29.9% |
| YTD | +89.7% | -30.1% | +119.9% | +100.6% |
| 1Y | +90.6% | -31.3% | +121.9% | +101.8% |
| 3Y | +36.9% | +30.8% | +6.1% | +28.3% |
| 5Y | +83.2% | -35.9% | +119.2% | +94.3% |
| 10Y | -0.1% | +101.7% | -101.8% | -9.8% |
| All | +965.9% | +3,104.9% | -2,139.0% | +583.8% |
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