+84.9%
TRMB vs ALLE
+260.9%
-176.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.6% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +1.5% | -6.8% | +8.3% | +5.8% |
| 3M | +6.8% | +21.0% | -14.3% | -5.2% |
| 6M | -14.9% | +1.1% | -16.0% | -16.4% |
| YTD | -24.1% | -0.5% | -23.6% | -25.3% |
| 1Y | -25.4% | -7.3% | -18.1% | -23.4% |
| 3Y | +8.0% | +42.3% | -34.2% | -16.0% |
| 5Y | -37.3% | +13.5% | -50.8% | -45.1% |
| 10Y | +116.8% | +144.0% | -27.2% | +20.7% |
| All | +84.9% | +260.9% | -176.0% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling