+107.7%
COST vs TRMB
-39.0%
+146.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | -0.1% |
| 7D | -1.2% | -3.0% | +1.8% | -0.5% |
| 30D | -4.7% | +2.3% | -7.0% | -5.3% |
| 3M | -7.1% | +15.3% | -22.4% | -10.5% |
| 6M | -8.5% | -14.7% | +6.2% | -5.5% |
| YTD | +5.4% | -26.4% | +31.8% | +12.7% |
| 1Y | -5.6% | -30.4% | +24.8% | +2.1% |
| 3Y | +68.5% | +13.5% | +55.0% | +52.5% |
| All | +107.7% | -39.0% | +146.7% | +127.6% |
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