+107.0%
TRMB vs ALM
+3,516.3%
-3,409.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.4% | +0.1% |
| 7D | -16.6% | -6.3% | -10.2% | -16.5% |
| 30D | -8.9% | -31.4% | +22.5% | -8.8% |
| 3M | -6.3% | -40.6% | +34.3% | -6.2% |
| 6M | -10.0% | -58.6% | +48.7% | -9.8% |
| YTD | -30.1% | -7.6% | -22.5% | -30.1% |
| 1Y | -31.3% | +13.8% | -45.2% | -31.4% |
| 3Y | +30.8% | +842.1% | -811.3% | +30.3% |
| 5Y | -35.9% | +407.4% | -443.3% | -36.2% |
| 10Y | +101.7% | +2,079.4% | -1,977.7% | +100.8% |
| All | +107.0% | +3,516.3% | -3,409.3% | +106.7% |
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