-6.5%
TRMB vs ABCL
-81.2%
+74.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -1.2% | +65.1% | -66.3% | -8.6% |
| 3M | +9.6% | +111.1% | -101.5% | -2.9% |
| 6M | -16.1% | +231.6% | -247.7% | -31.1% |
| YTD | -25.0% | +234.5% | -259.5% | -39.0% |
| 1Y | -27.7% | +174.3% | -202.0% | -40.2% |
| 3Y | +15.3% | +111.5% | -96.2% | -6.4% |
| 5Y | -37.4% | -37.3% | -0.1% | -44.7% |
| All | -6.5% | -81.2% | +74.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling