-24.2%
AR vs TRMB
+98.7%
-122.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +2.5% | -2.5% | +5.0% | +3.4% |
| 30D | +14.8% | +1.5% | +13.3% | +13.9% |
| 3M | +6.2% | +6.8% | -0.5% | +2.8% |
| 6M | +4.3% | -14.9% | +19.2% | +9.3% |
| YTD | +14.4% | -24.1% | +38.5% | +24.4% |
| 1Y | +21.3% | -25.4% | +46.7% | +32.2% |
| 3Y | +39.8% | +8.0% | +31.8% | +29.6% |
| 5Y | +142.1% | -37.3% | +179.4% | +168.4% |
| 10Y | +52.0% | +116.8% | -64.8% | +12.1% |
| All | -24.2% | +98.7% | -122.9% | -44.0% |
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