+293.5%
TRMB vs ACM
+230.8%
+62.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -2.5% | -3.7% | +1.2% | -0.6% |
| 30D | +1.5% | -11.1% | +12.6% | +7.1% |
| 3M | +6.8% | -8.0% | +14.8% | +10.5% |
| 6M | -14.9% | -29.7% | +14.7% | +0.3% |
| YTD | -24.1% | -29.4% | +5.3% | -11.4% |
| 1Y | -25.4% | -46.4% | +21.0% | -0.5% |
| 3Y | +8.0% | -22.3% | +30.4% | +18.9% |
| 5Y | -37.3% | +4.5% | -41.8% | -40.5% |
| 10Y | +116.8% | +127.6% | -10.8% | +34.0% |
| All | +293.5% | +230.8% | +62.7% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling