+76.3%
CL vs TRMB
+105.8%
-29.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.3% |
| 7D | +0.5% | -17.0% | +17.5% | +2.1% |
| 30D | +11.6% | -9.0% | +20.6% | +12.3% |
| 3M | +5.6% | -8.1% | +13.7% | +6.1% |
| 6M | +13.2% | -10.1% | +23.2% | +13.8% |
| YTD | +26.9% | -30.2% | +57.1% | +30.7% |
| 1Y | +27.3% | -30.7% | +58.0% | +31.1% |
| 3Y | +39.7% | +32.6% | +7.1% | +30.6% |
| 5Y | +41.3% | -38.1% | +79.5% | +44.7% |
| 10Y | +76.3% | +98.9% | -22.6% | +50.7% |
| All | +76.3% | +105.8% | -29.5% | +50.7% |
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