-3.8%
AS vs TRMB
-30.2%
+26.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | -3.6% | +4.1% | -7.7% | -4.6% |
| 30D | +3.4% | -7.0% | +10.4% | +3.0% |
| 3M | -8.6% | -0.9% | -7.7% | -11.6% |
| 6M | -10.0% | -1.2% | -8.8% | -13.0% |
| YTD | -19.2% | -28.7% | +9.6% | -12.5% |
| 1Y | -3.8% | -32.1% | +28.3% | +6.3% |
| All | -3.8% | -30.2% | +26.4% | +6.3% |
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