+53.5%
CME vs TRMB
+13.0%
+40.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +5.5% | -1.2% | +6.8% | +5.5% |
| 3M | +11.0% | +9.6% | +1.4% | +11.3% |
| 6M | -9.7% | -16.1% | +6.4% | -9.8% |
| YTD | +4.9% | -25.0% | +29.8% | +4.5% |
| 1Y | +10.1% | -27.7% | +37.8% | +9.6% |
| 3Y | +53.5% | +15.3% | +38.2% | +52.4% |
| All | +53.5% | +13.0% | +40.5% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling