-36.3%
TRMB vs ALLY
-10.0%
-26.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.7% |
| 7D | +2.8% | +0.4% | +2.5% | +2.7% |
| 30D | -5.9% | +5.2% | -11.1% | -8.4% |
| 3M | -3.3% | -13.3% | +10.0% | +2.6% |
| 6M | +1.3% | -6.7% | +8.0% | +3.6% |
| YTD | -29.0% | -12.8% | -16.2% | -25.5% |
| 1Y | -27.8% | +0.7% | -28.4% | -29.2% |
| 3Y | +36.3% | +65.2% | -28.9% | +3.3% |
| All | -36.3% | -10.0% | -26.3% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling