+9,031.6%
CI vs TRMB
+3,381.2%
+5,650.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +1.3% | -2.5% | +3.8% | +1.6% |
| 30D | +4.4% | +1.5% | +2.9% | +4.2% |
| 3M | +0.7% | +6.8% | -6.1% | -0.3% |
| 6M | +0.3% | -14.9% | +15.3% | +2.0% |
| YTD | +3.8% | -24.1% | +27.9% | +6.9% |
| 1Y | -5.5% | -25.4% | +19.9% | -2.6% |
| 3Y | +8.1% | +8.0% | +0.1% | +4.9% |
| 5Y | +42.8% | -37.3% | +80.1% | +46.7% |
| 10Y | +143.9% | +116.8% | +27.1% | +112.7% |
| All | +9,031.6% | +3,381.2% | +5,650.5% | +5,161.4% |
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