+65.6%
TRMB vs ALLY
+98.1%
-32.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.6% |
| 7D | -16.7% | +0.9% | -17.6% | -17.4% |
| 30D | -9.9% | +3.1% | -13.0% | -11.5% |
| 3M | -7.6% | -12.6% | +5.0% | -2.6% |
| 6M | -14.7% | -12.4% | -2.2% | -10.4% |
| YTD | -30.9% | -13.2% | -17.8% | -27.6% |
| 1Y | -31.3% | +1.8% | -33.2% | -32.8% |
| 3Y | +29.4% | +58.0% | -28.5% | +1.8% |
| 5Y | -37.4% | -8.4% | -28.9% | -40.4% |
| 10Y | +109.2% | +195.3% | -86.1% | +8.8% |
| All | +65.6% | +98.1% | -32.4% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling