+37.5%
CL vs TRMB
+36.0%
+1.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | 0.0% |
| 7D | -0.8% | +4.1% | -4.9% | -0.7% |
| 30D | +9.5% | -5.1% | +14.6% | +9.3% |
| 3M | +6.8% | -2.6% | +9.4% | +6.6% |
| 6M | +14.3% | -2.7% | +17.0% | +14.0% |
| YTD | +26.3% | -27.9% | +54.2% | +24.8% |
| 1Y | +25.6% | -29.0% | +54.6% | +24.1% |
| All | +37.5% | +36.0% | +1.5% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling