+5.8%
CAT vs TRMB
-31.3%
+37.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.2% | +7.1% |
| 7D | -2.4% | -17.0% | +14.5% | -0.1% |
| 30D | -25.0% | -9.0% | -16.0% | -24.0% |
| 3M | -28.7% | -8.1% | -20.6% | -27.7% |
| 6M | -33.0% | -10.1% | -22.9% | -30.6% |
| YTD | +5.4% | -30.2% | +35.6% | +19.9% |
| All | +5.8% | -31.3% | +37.1% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling