+101.7%
TRMB vs ALLY
+182.8%
-81.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +1.1% |
| 7D | -16.6% | -0.7% | -15.9% | -16.7% |
| 30D | -8.9% | +1.1% | -10.0% | -9.7% |
| 3M | -6.3% | -13.2% | +6.9% | -0.9% |
| 6M | -10.0% | -13.5% | +3.5% | -4.9% |
| YTD | -30.1% | -14.3% | -15.8% | -26.3% |
| 1Y | -31.3% | -1.1% | -30.2% | -31.9% |
| 3Y | +30.8% | +62.0% | -31.2% | +1.8% |
| 5Y | -35.9% | -9.6% | -26.3% | -38.7% |
| 10Y | +101.7% | +176.0% | -74.2% | +13.1% |
| All | +101.7% | +182.8% | -81.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling