+53.3%
CSX vs TRMB
-38.8%
+92.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -2.7% | -17.9% | +15.2% | +2.3% |
| 30D | +7.0% | -12.0% | +19.0% | +10.0% |
| 3M | -0.3% | -8.4% | +8.1% | +1.0% |
| 6M | +13.5% | -21.5% | +35.1% | +20.3% |
| YTD | +41.5% | -31.5% | +73.0% | +56.3% |
| 1Y | +45.8% | -33.4% | +79.2% | +62.3% |
| 3Y | +74.4% | +26.5% | +47.9% | +53.2% |
| All | +53.3% | -38.8% | +92.2% | +62.4% |
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