-37.4%
TRMB vs ALM
+1,033.0%
-1,070.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -1.5% |
| 7D | -0.3% | +8.4% | -8.7% | -0.6% |
| 30D | -1.2% | +34.8% | -36.1% | -2.5% |
| 3M | +9.6% | +16.2% | -6.6% | +8.5% |
| 6M | -16.1% | +2.1% | -18.3% | -17.0% |
| YTD | -25.0% | +117.0% | -142.0% | -28.5% |
| 1Y | -27.7% | +313.9% | -341.5% | -33.5% |
| 3Y | +15.3% | +2,327.9% | -2,312.6% | -4.9% |
| 5Y | -37.4% | +1,040.6% | -1,078.0% | -47.0% |
| All | -37.4% | +1,033.0% | -1,070.4% | -47.0% |
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 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