-3.6%
COR vs TRMB
-31.2%
+27.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +2.4% | -16.6% | +19.0% | +4.1% |
| 30D | +7.7% | -8.9% | +16.6% | +7.5% |
| 3M | +7.5% | -6.3% | +13.8% | +6.6% |
| 6M | +34.1% | -10.0% | +44.1% | +33.4% |
| YTD | +3.9% | -30.1% | +34.0% | +7.1% |
| 1Y | -3.6% | -31.3% | +27.7% | -0.7% |
| All | -3.6% | -31.2% | +27.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling