+43.0%
CL vs TRMB
-38.8%
+81.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | 0.0% |
| 7D | +5.9% | -17.9% | +23.8% | +6.8% |
| 30D | +13.8% | -12.0% | +25.8% | +14.2% |
| 3M | +6.4% | -8.4% | +14.8% | +6.6% |
| 6M | +15.6% | -21.5% | +37.2% | +16.6% |
| YTD | +27.9% | -31.5% | +59.4% | +29.8% |
| 1Y | +31.4% | -33.4% | +64.8% | +33.5% |
| 3Y | +41.4% | +26.5% | +14.9% | +33.8% |
| All | +43.0% | -38.8% | +81.8% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling