+287.6%
CG vs TRMB
+105.4%
+182.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -3.4% |
| 7D | -3.8% | +4.1% | -7.9% | -6.3% |
| 30D | +7.5% | -5.1% | +12.6% | +8.6% |
| 3M | -14.4% | -2.6% | -11.8% | -15.2% |
| 6M | -15.7% | -2.7% | -13.0% | -17.1% |
| YTD | -29.0% | -27.9% | -1.1% | -15.0% |
| 1Y | -22.1% | -29.0% | +6.9% | -5.9% |
| 3Y | +49.1% | +35.0% | +14.2% | +20.8% |
| 5Y | -18.4% | -33.9% | +15.5% | +0.5% |
| All | +287.6% | +105.4% | +182.2% | +169.9% |
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