+65.2%
CME vs TRMB
+34.4%
+30.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.2% |
| 7D | +2.7% | +4.1% | -1.4% | +2.8% |
| 30D | +13.5% | -7.0% | +20.5% | +13.3% |
| 3M | +20.9% | -0.9% | +21.8% | +21.0% |
| 6M | +11.5% | -1.2% | +12.7% | +11.6% |
| YTD | +19.5% | -28.7% | +48.2% | +18.5% |
| 1Y | +17.2% | -32.1% | +49.3% | +16.1% |
| All | +65.2% | +34.4% | +30.7% | +71.7% |
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 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