-39.3%
TRMB vs ALM
+396.4%
-435.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.8% |
| 7D | -16.7% | -6.7% | -10.0% | -16.5% |
| 30D | -9.9% | -32.9% | +23.0% | -8.6% |
| 3M | -7.6% | -39.5% | +31.9% | -6.0% |
| 6M | -14.7% | -62.0% | +47.3% | -11.9% |
| YTD | -30.9% | -7.8% | -23.1% | -31.9% |
| 1Y | -31.3% | +26.7% | -58.0% | -33.5% |
| 3Y | +29.4% | +825.4% | -795.9% | +12.3% |
| All | -39.3% | +396.4% | -435.7% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling