+35.1%
TRMB vs ALC
+31.8%
+3.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +2.1% |
| 7D | -16.7% | +4.9% | -21.6% | -19.8% |
| 30D | -9.9% | +19.0% | -28.9% | -19.5% |
| 3M | -7.6% | +7.8% | -15.3% | -12.6% |
| 6M | -14.7% | +14.6% | -29.2% | -22.4% |
| YTD | -30.9% | -4.4% | -26.5% | -30.5% |
| 1Y | -31.3% | +1.4% | -32.7% | -33.4% |
| 3Y | +29.4% | +2.5% | +26.9% | +19.6% |
| 5Y | -37.4% | -10.9% | -26.5% | -37.8% |
| All | +35.1% | +31.8% | +3.3% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling