+416.4%
CSX vs TRMB
+109.2%
+307.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.5% |
| 7D | -0.3% | +4.1% | -4.4% | -1.7% |
| 30D | +8.7% | -5.1% | +13.8% | +9.5% |
| 3M | +4.2% | -2.6% | +6.8% | +3.7% |
| 6M | +16.7% | -2.7% | +19.4% | +15.4% |
| YTD | +44.5% | -27.9% | +72.4% | +59.0% |
| 1Y | +50.3% | -29.0% | +79.3% | +66.1% |
| 3Y | +76.3% | +35.0% | +41.4% | +47.5% |
| 5Y | +58.1% | -33.9% | +92.0% | +70.5% |
| 10Y | +416.4% | +106.1% | +310.3% | +271.7% |
| All | +416.4% | +109.2% | +307.2% | +271.7% |
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 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