+320.3%
CFG vs TRMB
+77.0%
+243.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.6% |
| 7D | -2.2% | -17.9% | +15.7% | +6.8% |
| 30D | +0.4% | -12.0% | +12.4% | +5.5% |
| 3M | -12.6% | -8.4% | -4.2% | -10.5% |
| 6M | +0.6% | -21.5% | +22.2% | +10.7% |
| YTD | +12.4% | -31.5% | +44.0% | +32.2% |
| 1Y | +27.7% | -33.4% | +61.1% | +52.0% |
| 3Y | +172.4% | +26.5% | +145.9% | +129.2% |
| 5Y | +64.0% | -37.9% | +101.9% | +92.4% |
| 10Y | +252.8% | +107.3% | +145.5% | +130.2% |
| All | +320.3% | +77.0% | +243.3% | +172.5% |
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