+206.1%
COR vs TRMB
-36.0%
+242.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | +7.8% | +2.8% | +5.0% | +7.6% |
| 30D | +7.0% | -5.9% | +12.9% | +7.1% |
| 3M | +16.3% | -3.3% | +19.6% | +16.0% |
| 6M | +41.3% | +1.3% | +39.9% | +40.1% |
| YTD | +7.1% | -29.0% | +36.1% | +9.8% |
| 1Y | -0.8% | -27.8% | +26.9% | +1.5% |
| 3Y | +85.0% | +36.3% | +48.7% | +75.2% |
| All | +206.1% | -36.0% | +242.1% | +214.4% |
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