+77.2%
CME vs TRMB
-37.5%
+114.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +5.5% | -1.2% | +6.8% | +5.6% |
| 3M | +11.0% | +9.6% | +1.4% | +10.1% |
| 6M | -9.7% | -16.1% | +6.4% | -8.6% |
| YTD | +4.9% | -25.0% | +29.8% | +7.1% |
| 1Y | +10.1% | -27.7% | +37.8% | +12.6% |
| 3Y | +53.5% | +15.3% | +38.2% | +46.1% |
| 5Y | +77.2% | -37.4% | +114.6% | +91.2% |
| All | +77.2% | -37.5% | +114.7% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling