+280.6%
CME vs TRMB
+113.5%
+167.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | -0.6% | -2.9% | +2.3% | -0.1% |
| 30D | +4.7% | -1.8% | +6.5% | +5.0% |
| 3M | +7.8% | +8.4% | -0.6% | +5.8% |
| 6M | -11.0% | -18.5% | +7.5% | -7.8% |
| YTD | +4.0% | -26.7% | +30.8% | +9.8% |
| 1Y | +9.1% | -28.3% | +37.4% | +15.3% |
| 3Y | +52.3% | +12.6% | +39.7% | +40.3% |
| 5Y | +76.1% | -38.7% | +114.8% | +88.3% |
| 10Y | +280.6% | +120.8% | +159.8% | +151.7% |
| All | +280.6% | +113.5% | +167.1% | +151.7% |
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 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