+362.4%
CFG vs TRMB
+96.3%
+266.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.5% |
| 7D | +1.5% | -2.5% | +4.1% | +2.9% |
| 30D | -3.8% | +1.5% | -5.4% | -4.9% |
| 3M | +11.5% | +6.8% | +4.7% | +6.6% |
| 6M | +19.2% | -14.9% | +34.1% | +27.9% |
| YTD | +23.7% | -24.1% | +47.8% | +40.4% |
| 1Y | +38.8% | -25.4% | +64.2% | +58.5% |
| 3Y | +178.9% | +8.0% | +170.9% | +158.0% |
| 5Y | +101.8% | -37.3% | +139.1% | +139.8% |
| 10Y | +317.3% | +116.8% | +200.5% | +166.6% |
| All | +362.4% | +96.3% | +266.1% | +189.5% |
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 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