+150.3%
CI vs TRMB
+96.4%
+53.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +2.6% | -16.6% | +19.2% | +6.5% |
| 30D | +7.3% | -8.9% | +16.2% | +8.9% |
| 3M | +9.5% | -6.3% | +15.8% | +10.2% |
| 6M | +6.4% | -10.0% | +16.4% | +7.7% |
| YTD | +12.0% | -30.1% | +42.1% | +20.5% |
| 1Y | +20.1% | -31.3% | +51.4% | +29.6% |
| 3Y | +9.6% | +30.8% | -21.3% | -5.6% |
| 5Y | +52.7% | -35.9% | +88.6% | +61.1% |
| 10Y | +150.3% | +101.7% | +48.5% | +63.1% |
| All | +150.3% | +96.4% | +53.8% | +63.1% |
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