+29.4%
TRMB vs ALHC
+21.9%
+7.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +0.9% |
| 7D | -16.7% | +1.0% | -17.6% | -16.7% |
| 30D | -9.9% | -14.2% | +4.2% | -9.7% |
| 3M | -7.6% | -45.1% | +37.6% | -7.0% |
| 6M | -14.7% | -59.5% | +44.9% | -13.8% |
| YTD | -30.9% | -62.8% | +31.9% | -30.2% |
| 1Y | -31.3% | -55.5% | +24.1% | -30.9% |
| 3Y | +29.4% | +25.7% | +3.7% | +26.2% |
| All | +29.4% | +21.9% | +7.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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