+11.8%
CRM vs TRMB
+12.4%
-0.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.1% |
| 7D | -4.4% | -3.0% | -1.4% | -2.8% |
| 30D | +28.1% | +2.3% | +25.8% | +27.1% |
| 3M | +48.8% | +15.3% | +33.5% | +38.9% |
| 6M | +28.3% | -14.7% | +43.0% | +38.8% |
| YTD | -6.0% | -26.4% | +20.4% | +8.7% |
| 1Y | +1.4% | -30.4% | +31.8% | +19.9% |
| 3Y | +11.8% | +13.5% | -1.7% | +9.7% |
| All | +11.8% | +12.4% | -0.6% | +9.7% |
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