+120.4%
AS vs TRMB
+16.8%
+103.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.2% |
| 7D | -4.9% | -2.5% | -2.4% | -3.5% |
| 30D | -19.6% | +1.5% | -21.1% | -20.5% |
| 3M | -14.4% | +6.8% | -21.1% | -18.3% |
| 6M | -20.1% | -14.9% | -5.2% | -12.7% |
| YTD | -20.9% | -24.1% | +3.2% | -7.5% |
| 1Y | -21.9% | -25.4% | +3.5% | -8.0% |
| All | +120.4% | +16.8% | +103.6% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling