+138.9%
CI vs TRMB
+118.7%
+20.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.5% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -1.8% | -1.2% | -0.6% | -1.6% |
| 3M | -4.2% | +9.6% | -13.8% | -6.8% |
| 6M | +2.7% | -16.1% | +18.8% | +6.7% |
| YTD | +1.9% | -25.0% | +26.9% | +8.7% |
| 1Y | -6.3% | -27.7% | +21.4% | +0.7% |
| 3Y | +3.9% | +15.3% | -11.4% | -6.2% |
| 5Y | +41.9% | -37.4% | +79.3% | +53.6% |
| All | +138.9% | +118.7% | +20.3% | +47.7% |
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