-15.9%
CG vs TRMB
-37.9%
+22.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | +2.0% | -16.6% | +18.5% | +13.1% |
| 30D | +8.5% | -8.9% | +17.4% | +12.8% |
| 3M | -12.1% | -6.3% | -5.8% | -10.9% |
| 6M | -16.4% | -10.0% | -6.5% | -13.5% |
| YTD | -28.0% | -30.1% | +2.2% | -9.6% |
| 1Y | -18.9% | -31.3% | +12.4% | +3.0% |
| 3Y | +51.2% | +30.8% | +20.4% | +19.2% |
| 5Y | -15.9% | -35.9% | +20.1% | +11.5% |
| All | -15.9% | -37.9% | +22.1% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling