+38.4%
TRMB vs ACGL
+33.2%
+5.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.1% | +3.2% |
| 7D | +4.1% | -1.4% | +5.5% | +4.4% |
| 30D | -5.1% | +12.4% | -17.4% | -8.0% |
| 3M | -2.6% | +11.1% | -13.7% | -5.4% |
| 6M | -2.7% | +16.3% | -19.0% | -6.4% |
| YTD | -27.9% | +13.8% | -41.7% | -30.5% |
| 1Y | -29.0% | +20.4% | -49.4% | -32.7% |
| All | +38.4% | +33.2% | +5.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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