-1.4%
CLX vs TRMB
+113.5%
-115.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.9% |
| 7D | -4.9% | -2.9% | -2.0% | -4.7% |
| 30D | -15.8% | -1.8% | -14.0% | -15.7% |
| 3M | -7.9% | +8.4% | -16.3% | -8.7% |
| 6M | -19.0% | -18.5% | -0.5% | -17.7% |
| YTD | -7.9% | -26.7% | +18.8% | -5.5% |
| 1Y | -25.4% | -28.3% | +2.9% | -23.3% |
| 3Y | -35.0% | +12.6% | -47.6% | -36.7% |
| 5Y | -36.8% | -38.7% | +1.9% | -36.5% |
| 10Y | -1.4% | +120.8% | -122.2% | -16.6% |
| All | -1.4% | +113.5% | -115.0% | -16.6% |
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