+243.0%
CB vs TRMB
+105.8%
+137.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -1.5% | -17.0% | +15.5% | +2.3% |
| 30D | +6.5% | -9.0% | +15.5% | +8.1% |
| 3M | +4.1% | -8.1% | +12.2% | +5.2% |
| 6M | +14.4% | -10.1% | +24.5% | +15.9% |
| YTD | +17.5% | -30.2% | +47.7% | +26.0% |
| 1Y | +27.5% | -30.7% | +58.2% | +36.7% |
| 3Y | +71.6% | +32.6% | +39.0% | +49.5% |
| 5Y | +100.6% | -38.1% | +138.8% | +113.9% |
| 10Y | +243.0% | +98.9% | +144.1% | +155.5% |
| All | +243.0% | +105.8% | +137.2% | +155.5% |
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