+5.7%
AS vs TRMB
-31.2%
+36.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | +4.5% | -16.6% | +21.0% | +8.6% |
| 30D | +13.2% | -8.9% | +22.1% | +13.4% |
| 3M | -11.9% | -6.3% | -5.6% | -13.0% |
| 6M | -11.6% | -10.0% | -1.6% | -11.2% |
| YTD | -14.7% | -30.1% | +15.4% | -6.4% |
| 1Y | +5.7% | -31.3% | +37.0% | +17.3% |
| All | +5.7% | -31.2% | +36.9% | +17.3% |
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