+28.7%
CLX vs TRMB
+109.2%
-80.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | 0.0% |
| 7D | +7.8% | +4.1% | +3.7% | +7.4% |
| 30D | +28.5% | -5.1% | +33.6% | +28.7% |
| 3M | +1.3% | -2.6% | +3.9% | +1.2% |
| 6M | +23.4% | -2.7% | +26.1% | +23.1% |
| YTD | +11.4% | -27.9% | +39.3% | +14.0% |
| 1Y | +6.9% | -29.0% | +35.9% | +9.6% |
| 3Y | -9.8% | +35.0% | -44.7% | -13.8% |
| 5Y | -22.7% | -33.9% | +11.2% | -23.0% |
| 10Y | +28.7% | +106.1% | -77.4% | +15.0% |
| All | +28.7% | +109.2% | -80.4% | +15.0% |
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