+79.7%
COR vs TRMB
+34.4%
+45.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +2.9% | +4.1% | -1.2% | +2.6% |
| 30D | +5.8% | -7.0% | +12.8% | +5.8% |
| 3M | +11.4% | -0.9% | +12.3% | +10.8% |
| 6M | +34.5% | -1.2% | +35.7% | +33.5% |
| YTD | +4.1% | -28.7% | +32.8% | +5.0% |
| 1Y | -3.1% | -32.1% | +28.9% | -2.2% |
| All | +79.7% | +34.4% | +45.2% | +102.7% |
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 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