+7.6%
CL vs TRMB
-27.5%
+35.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -5.2% | -1.2% | -4.0% | -5.2% |
| 3M | +3.3% | +9.6% | -6.3% | +3.5% |
| 6M | -4.4% | -16.1% | +11.8% | -6.5% |
| YTD | +13.9% | -25.0% | +38.9% | +10.3% |
| 1Y | +7.6% | -27.7% | +35.3% | +4.1% |
| All | +7.6% | -27.5% | +35.1% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling