+7,131.2%
CB vs TRMB
+4,378.1%
+2,753.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.2% | -16.7% | +16.9% | +2.8% |
| 30D | +9.1% | -9.9% | +19.0% | +10.4% |
| 3M | +3.4% | -7.6% | +11.0% | +4.2% |
| 6M | +14.1% | -14.7% | +28.8% | +16.2% |
| YTD | +18.0% | -30.9% | +49.0% | +23.9% |
| 1Y | +30.1% | -31.3% | +61.5% | +36.5% |
| 3Y | +71.8% | +29.4% | +42.4% | +60.3% |
| 5Y | +101.8% | -37.4% | +139.2% | +108.3% |
| 10Y | +252.1% | +109.2% | +143.0% | +194.3% |
| All | +7,131.2% | +4,378.1% | +2,753.1% | +3,723.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling