+52.4%
CL vs TRMB
+116.7%
-64.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -2.2% | -2.5% | +0.3% | -1.9% |
| 30D | -4.8% | +1.5% | -6.4% | -5.0% |
| 3M | +4.9% | +6.8% | -1.9% | +4.1% |
| 6M | -5.7% | -14.9% | +9.2% | -4.4% |
| YTD | +14.4% | -24.1% | +38.5% | +17.3% |
| 1Y | +8.7% | -25.4% | +34.1% | +11.5% |
| 3Y | +30.0% | +8.0% | +22.0% | +25.6% |
| 5Y | +28.4% | -37.3% | +65.7% | +32.1% |
| All | +52.4% | +116.7% | -64.3% | +26.0% |
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