+96.0%
TRMB vs ALM
+1,942.8%
-1,846.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.9% |
| 7D | +4.1% | -4.0% | +8.1% | +4.2% |
| 30D | -7.0% | -30.5% | +23.5% | -6.0% |
| 3M | -0.9% | -46.9% | +46.0% | +0.8% |
| 6M | -1.2% | -65.5% | +64.3% | +1.6% |
| YTD | -28.7% | -13.4% | -15.3% | -29.3% |
| 1Y | -32.1% | +9.8% | -41.9% | -33.2% |
| 3Y | +33.4% | +783.1% | -749.7% | +20.9% |
| 5Y | -35.6% | +378.3% | -413.9% | -41.2% |
| All | +96.0% | +1,942.8% | -1,846.8% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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