-36.0%
CAG vs TRMB
+34.0%
-70.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.2% |
| 7D | -3.3% | +2.8% | -6.2% | -3.4% |
| 30D | +7.7% | -5.9% | +13.5% | +7.3% |
| 3M | -3.2% | -3.3% | +0.1% | -3.6% |
| 6M | +7.0% | +1.3% | +5.6% | +6.1% |
| YTD | -9.0% | -29.0% | +20.0% | -9.2% |
| 1Y | -9.6% | -27.8% | +18.2% | -9.9% |
| 3Y | -36.0% | +36.3% | -72.3% | -39.3% |
| All | -36.0% | +34.0% | -70.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 3y: compounded portfolio wealth divided by compounded TRMB 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…
3y analysis · Full analysis span regression · 6 months rolling