+60.0%
CSGP vs TRMB
+102.3%
-42.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +1.3% | +2.8% | -1.5% | +0.1% |
| 30D | +2.8% | -5.9% | +8.7% | +3.9% |
| 3M | -6.3% | -3.3% | -3.0% | -6.5% |
| 6M | -3.2% | +1.3% | -4.5% | -5.4% |
| YTD | -54.0% | -29.0% | -25.0% | -47.6% |
| 1Y | -54.8% | -27.8% | -27.1% | -49.0% |
| 3Y | -60.6% | +36.3% | -96.9% | -67.1% |
| 5Y | -62.6% | -35.8% | -26.8% | -57.9% |
| All | +60.0% | +102.3% | -42.3% | +10.2% |
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