+180.5%
COR vs TRMB
-37.5%
+218.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | +1.5% | -1.2% | +2.7% | +1.6% |
| 3M | +18.7% | +9.6% | +9.1% | +17.4% |
| 6M | -9.0% | -16.1% | +7.1% | -7.6% |
| YTD | -3.3% | -25.0% | +21.7% | -0.9% |
| 1Y | +9.8% | -27.7% | +37.5% | +12.8% |
| 3Y | +87.4% | +15.3% | +72.1% | +81.9% |
| 5Y | +180.5% | -37.4% | +217.9% | +199.3% |
| All | +180.5% | -37.5% | +218.0% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling