+322.0%
CMG vs TRMB
+121.9%
+200.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | -2.1% | -3.0% | +1.0% | -0.8% |
| 30D | +10.9% | +2.3% | +8.6% | +9.8% |
| 3M | +15.8% | +15.3% | +0.5% | +8.5% |
| 6M | +6.9% | -14.7% | +21.6% | +12.8% |
| YTD | -2.2% | -26.4% | +24.2% | +9.3% |
| 1Y | -7.1% | -30.4% | +23.3% | +6.0% |
| 3Y | -7.1% | +13.5% | -20.7% | -17.0% |
| 5Y | -4.8% | -38.6% | +33.8% | +9.1% |
| All | +322.0% | +121.9% | +200.2% | +199.0% |
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