+712.5%
CAT vs TRMB
+105.8%
+606.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.2% | +6.8% |
| 7D | -2.4% | -17.0% | +14.5% | +5.1% |
| 30D | -25.0% | -9.0% | -16.0% | -22.6% |
| 3M | -28.7% | -8.1% | -20.6% | -27.1% |
| 6M | -33.0% | -10.1% | -22.9% | -31.5% |
| YTD | +5.4% | -30.2% | +35.6% | +20.0% |
| 1Y | +7.3% | -30.7% | +38.0% | +22.5% |
| 3Y | +166.0% | +32.6% | +133.4% | +125.2% |
| 5Y | +210.1% | -38.1% | +248.2% | +253.2% |
| 10Y | +712.5% | +98.9% | +613.6% | +433.6% |
| All | +712.5% | +105.8% | +606.7% | +433.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling