+36.3%
TRMB vs ALC
+4.4%
+31.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.6% |
| 7D | +2.8% | -1.1% | +3.9% | +3.2% |
| 30D | -5.9% | +16.0% | -21.9% | -12.5% |
| 3M | -3.3% | +0.8% | -4.1% | -4.4% |
| 6M | +1.3% | +16.8% | -15.5% | -6.3% |
| YTD | -29.0% | -5.5% | -23.5% | -28.2% |
| 1Y | -27.8% | -5.3% | -22.5% | -27.1% |
| 3Y | +36.3% | +4.1% | +32.2% | +33.9% |
| All | +36.3% | +4.4% | +31.9% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling