+44.6%
AU vs TRMB
-31.2%
+75.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -17.3% | +25.3% | +9.3% |
| 7D | +0.8% | -15.7% | +16.5% | +1.5% |
| 30D | -7.0% | -7.8% | +0.8% | -8.3% |
| 3M | +8.5% | -9.3% | +17.8% | +7.3% |
| 6M | -1.3% | -20.8% | +19.6% | +1.2% |
| YTD | +6.8% | -30.8% | +37.5% | +18.7% |
| 1Y | +44.6% | -31.0% | +75.6% | +61.8% |
| All | +44.6% | -31.2% | +75.8% | +61.8% |
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