+124.8%
TRMB vs ALM
+7,705.7%
-7,580.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -2.5% | -2.6% | +0.1% | -2.5% |
| 30D | +1.5% | +32.0% | -30.5% | +1.5% |
| 3M | +6.8% | -15.0% | +21.8% | +6.8% |
| 6M | -14.9% | -10.1% | -4.8% | -15.0% |
| YTD | -24.1% | +99.4% | -123.5% | -24.2% |
| 1Y | -25.4% | +316.4% | -341.7% | -25.6% |
| 3Y | +8.0% | +2,022.0% | -2,014.0% | +7.4% |
| 5Y | -37.3% | +941.2% | -978.5% | -37.7% |
| 10Y | +116.8% | +2,950.3% | -2,833.5% | +115.5% |
| All | +124.8% | +7,705.7% | -7,580.9% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling