+2.1%
AS vs TRMB
-31.2%
+33.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -17.3% | +22.4% | +9.6% |
| 7D | +13.8% | -15.7% | +29.5% | +17.7% |
| 30D | +16.7% | -7.8% | +24.4% | +16.1% |
| 3M | -11.5% | -9.3% | -2.2% | -11.5% |
| 6M | -5.5% | -20.8% | +15.3% | -0.3% |
| YTD | -14.2% | -30.8% | +16.6% | -5.2% |
| 1Y | +2.1% | -31.0% | +33.0% | +12.3% |
| All | +2.1% | -31.2% | +33.3% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling