+6.1%
AS vs TRMB
-33.2%
+39.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +6.9% | -16.7% | +23.6% | +11.0% |
| 30D | +16.0% | -9.9% | +25.9% | +16.5% |
| 3M | -12.8% | -7.6% | -5.3% | -13.6% |
| 6M | -15.4% | -14.7% | -0.7% | -13.2% |
| YTD | -15.7% | -30.9% | +15.2% | -7.2% |
| 1Y | +6.1% | -31.3% | +37.4% | +16.8% |
| All | +6.1% | -33.2% | +39.3% | +16.8% |
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 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