+4,204.8%
CL vs TRMB
+3,381.2%
+823.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -2.2% | -2.5% | +0.3% | -2.0% |
| 30D | -4.8% | +1.5% | -6.4% | -4.9% |
| 3M | +4.9% | +6.8% | -1.9% | +4.5% |
| 6M | -5.7% | -14.9% | +9.2% | -5.0% |
| YTD | +14.4% | -24.1% | +38.5% | +15.9% |
| 1Y | +8.7% | -25.4% | +34.1% | +10.2% |
| 3Y | +30.0% | +8.0% | +22.0% | +28.2% |
| 5Y | +28.4% | -37.3% | +65.7% | +29.7% |
| 10Y | +50.1% | +116.8% | -66.7% | +40.4% |
| All | +4,204.8% | +3,381.2% | +823.7% | +3,304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling