+10.7%
CARR vs TRMB
-39.0%
+49.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | -3.8% | -3.0% | -0.7% | -2.5% |
| 30D | -8.9% | +2.3% | -11.2% | -9.9% |
| 3M | -17.3% | +15.3% | -32.6% | -23.0% |
| 6M | -1.4% | -14.7% | +13.3% | +4.4% |
| YTD | +10.0% | -26.4% | +36.4% | +23.9% |
| 1Y | -6.4% | -30.4% | +24.1% | +8.0% |
| 3Y | +1.5% | +13.5% | -12.0% | -9.1% |
| All | +10.7% | -39.0% | +49.6% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling