-39.8%
TRMB vs ACGL
+167.2%
-207.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -17.9% | +6.4% | -24.3% | -19.7% |
| 30D | -12.0% | +16.6% | -28.6% | -16.5% |
| 3M | -8.4% | +11.6% | -20.0% | -11.9% |
| 6M | -21.5% | +17.5% | -39.0% | -25.7% |
| YTD | -31.5% | +15.3% | -46.8% | -35.1% |
| 1Y | -33.4% | +26.3% | -59.7% | -38.8% |
| 3Y | +26.5% | +35.9% | -9.4% | +12.1% |
| All | -39.8% | +167.2% | -207.0% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling