+3,388.4%
CSGP vs TRMB
+1,895.9%
+1,492.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | +13.9% | -17.9% | +31.8% | +19.6% |
| 30D | +16.0% | -12.0% | +28.0% | +19.4% |
| 3M | +6.1% | -8.4% | +14.5% | +7.9% |
| 6M | -8.2% | -21.5% | +13.4% | -2.4% |
| YTD | -52.3% | -31.5% | -20.8% | -47.3% |
| 1Y | -54.5% | -33.4% | -21.1% | -49.4% |
| 3Y | -58.6% | +26.5% | -85.1% | -62.0% |
| 5Y | -61.5% | -37.9% | -23.6% | -57.4% |
| 10Y | +74.7% | +107.3% | -32.7% | +35.6% |
| All | +3,388.4% | +1,895.9% | +1,492.5% | +1,200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling