+98.9%
TRMB vs ACM
+147.1%
-48.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | -1.9% |
| 7D | -17.0% | +6.9% | -23.8% | -20.4% |
| 30D | -9.0% | +19.1% | -28.1% | -18.0% |
| 3M | -8.1% | -6.9% | -1.2% | -5.5% |
| 6M | -10.1% | -12.0% | +2.0% | -5.2% |
| YTD | -30.2% | -25.1% | -5.1% | -20.0% |
| 1Y | -30.7% | -45.4% | +14.7% | -5.0% |
| 3Y | +32.6% | -6.9% | +39.5% | +31.1% |
| 5Y | -38.1% | +3.7% | -41.9% | -42.7% |
| 10Y | +98.9% | +135.8% | -36.9% | +12.7% |
| All | +98.9% | +147.1% | -48.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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