+44.1%
CSGP vs TRMB
+116.5%
-72.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | -4.1% | -2.5% | -1.5% | -3.0% |
| 30D | +2.3% | +1.5% | +0.8% | +1.6% |
| 3M | -8.2% | +6.8% | -14.9% | -10.9% |
| 6M | -35.1% | -14.9% | -20.1% | -30.5% |
| YTD | -54.0% | -24.1% | -29.9% | -48.3% |
| 1Y | -65.3% | -25.4% | -39.9% | -60.8% |
| 3Y | -62.6% | +8.0% | -70.6% | -65.1% |
| 5Y | -64.8% | -37.3% | -27.5% | -59.4% |
| All | +44.1% | +116.5% | -72.4% | -9.8% |
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