+82.0%
TRMB vs ALLY
+124.8%
-42.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -2.5% | +3.7% | -6.2% | -4.1% |
| 30D | +1.5% | -2.3% | +3.8% | +2.5% |
| 3M | +6.8% | +3.8% | +2.9% | +4.7% |
| 6M | -14.9% | +9.7% | -24.7% | -18.9% |
| YTD | -24.1% | -1.4% | -22.7% | -24.3% |
| 1Y | -25.4% | +8.2% | -33.6% | -28.7% |
| 3Y | +8.0% | +66.5% | -58.5% | -16.8% |
| 5Y | -37.3% | +1.2% | -38.5% | -42.9% |
| 10Y | +116.8% | +191.4% | -74.6% | +13.9% |
| All | +82.0% | +124.8% | -42.8% | +4.5% |
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