+37.5%
CMS vs TRMB
+34.4%
+3.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -1.3% | +4.1% | -5.4% | -1.4% |
| 30D | +5.3% | -7.0% | +12.2% | +5.3% |
| 3M | -0.3% | -0.9% | +0.6% | -0.5% |
| 6M | -4.0% | -1.2% | -2.8% | -4.3% |
| YTD | +2.1% | -28.7% | +30.9% | +3.2% |
| 1Y | -4.7% | -32.1% | +27.4% | -3.5% |
| All | +37.5% | +34.4% | +3.1% | +20.5% |
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