+54.1%
CSX vs TRMB
-37.9%
+92.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.7% | -16.6% | +17.3% | +5.4% |
| 30D | +8.1% | -8.9% | +17.0% | +10.0% |
| 3M | +2.2% | -6.3% | +8.5% | +2.9% |
| 6M | +14.6% | -10.0% | +24.6% | +16.3% |
| YTD | +42.2% | -30.1% | +72.3% | +56.1% |
| 1Y | +47.3% | -31.3% | +78.6% | +62.4% |
| 3Y | +73.5% | +30.8% | +42.7% | +50.8% |
| 5Y | +54.1% | -35.9% | +90.0% | +61.2% |
| All | +54.1% | -37.9% | +92.0% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling