+120.8%
TRMB vs ALM
+3,082.3%
-2,961.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -2.2% |
| 7D | -2.9% | +3.6% | -6.5% | -3.0% |
| 30D | -1.8% | +33.8% | -35.6% | -2.7% |
| 3M | +8.4% | +14.8% | -6.4% | +7.6% |
| 6M | -18.5% | -7.0% | -11.6% | -18.9% |
| YTD | -26.7% | +108.1% | -134.8% | -29.1% |
| 1Y | -28.3% | +313.8% | -342.1% | -32.4% |
| 3Y | +12.6% | +2,227.6% | -2,215.0% | -0.8% |
| 5Y | -38.7% | +956.6% | -995.3% | -45.2% |
| 10Y | +120.8% | +3,082.3% | -2,961.5% | +96.0% |
| All | +120.8% | +3,082.3% | -2,961.5% | +96.0% |
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