-28.3%
TRMB vs ALC
-14.0%
-14.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | -2.9% | -5.3% | +2.4% | -0.1% |
| 30D | -1.8% | -7.1% | +5.3% | +2.1% |
| 3M | +8.4% | +0.8% | +7.6% | +7.8% |
| 6M | -18.5% | -16.0% | -2.5% | -11.1% |
| YTD | -26.7% | -12.7% | -14.0% | -22.2% |
| 1Y | -28.3% | -12.8% | -15.5% | -24.1% |
| All | -28.3% | -14.0% | -14.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling