+606.1%
COST vs TRMB
+121.9%
+484.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | 0.0% |
| 7D | -1.2% | -3.0% | +1.8% | -0.6% |
| 30D | -4.7% | +2.3% | -7.0% | -5.3% |
| 3M | -7.1% | +15.3% | -22.4% | -10.1% |
| 6M | -8.5% | -14.7% | +6.2% | -5.9% |
| YTD | +5.4% | -26.4% | +31.8% | +11.7% |
| 1Y | -5.6% | -30.4% | +24.8% | +1.0% |
| 3Y | +68.5% | +13.5% | +55.0% | +57.2% |
| 5Y | +105.2% | -38.6% | +143.8% | +115.7% |
| All | +606.1% | +121.9% | +484.2% | +479.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling