+132.3%
CMS vs TRMB
+105.8%
+26.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -0.9% | -17.0% | +16.0% | +0.6% |
| 30D | +7.1% | -9.0% | +16.1% | +7.7% |
| 3M | -1.3% | -8.1% | +6.8% | -0.8% |
| 6M | -2.7% | -10.1% | +7.4% | -2.1% |
| YTD | +2.6% | -30.2% | +32.8% | +5.7% |
| 1Y | -2.0% | -30.7% | +28.7% | +0.9% |
| 3Y | +39.6% | +32.6% | +7.0% | +32.0% |
| 5Y | +35.3% | -38.1% | +73.5% | +37.1% |
| 10Y | +132.3% | +98.9% | +33.4% | +111.1% |
| All | +132.3% | +105.8% | +26.5% | +111.1% |
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