-37.1%
TRMB vs ALC
-16.0%
-21.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | +0.2% |
| 7D | -2.5% | -2.1% | -0.4% | -1.3% |
| 30D | +1.5% | -0.1% | +1.6% | +1.5% |
| 3M | +6.8% | +5.9% | +0.9% | +3.1% |
| 6M | -14.9% | -15.9% | +1.0% | -6.6% |
| YTD | -24.1% | -10.1% | -14.0% | -20.0% |
| 1Y | -25.4% | -10.2% | -15.2% | -21.5% |
| 3Y | +8.0% | -13.6% | +21.6% | +12.0% |
| All | -37.1% | -16.0% | -21.1% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling