+38.4%
TRMB vs ALLE
+93.1%
-54.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +2.8% |
| 7D | +4.1% | -0.8% | +4.9% | +4.5% |
| 30D | -5.1% | +27.4% | -32.4% | -15.9% |
| 3M | -2.6% | +13.8% | -16.4% | -8.9% |
| 6M | -2.7% | +45.5% | -48.2% | -19.5% |
| YTD | -27.9% | +21.4% | -49.3% | -35.4% |
| 1Y | -29.0% | +15.4% | -44.4% | -34.4% |
| All | +38.4% | +93.1% | -54.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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