-31.3%
TRMB vs ALM
+12.3%
-43.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.4% | +0.3% |
| 7D | -16.6% | -6.3% | -10.2% | -16.5% |
| 30D | -8.9% | -31.4% | +22.5% | -8.1% |
| 3M | -6.3% | -40.6% | +34.3% | -5.4% |
| 6M | -10.0% | -58.6% | +48.7% | -8.0% |
| YTD | -30.1% | -7.6% | -22.5% | -30.6% |
| 1Y | -31.3% | +13.8% | -45.2% | -32.4% |
| All | -31.3% | +12.3% | -43.6% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling