+4,100.0%
CMG vs TRMB
+476.7%
+3,623.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -2.8% | -2.5% | -0.3% | -1.9% |
| 30D | +7.1% | +1.5% | +5.6% | +6.4% |
| 3M | +31.2% | +6.8% | +24.4% | +27.1% |
| 6M | +0.7% | -14.9% | +15.6% | +5.6% |
| YTD | -0.1% | -24.1% | +24.0% | +8.9% |
| 1Y | -10.7% | -25.4% | +14.6% | -2.3% |
| 3Y | -4.7% | +8.0% | -12.7% | -11.5% |
| 5Y | -3.8% | -37.3% | +33.6% | +7.4% |
| 10Y | +352.5% | +116.8% | +235.7% | +209.0% |
| All | +4,100.0% | +476.7% | +3,623.3% | +1,574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling