+16.7%
CSX vs TRMB
-6.5%
+23.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.5% |
| 7D | -0.3% | +4.1% | -4.4% | -0.4% |
| 30D | +8.7% | -5.1% | +13.8% | +7.8% |
| 3M | +4.2% | -2.6% | +6.8% | +3.3% |
| 6M | +16.7% | -2.7% | +19.4% | +14.5% |
| All | +16.7% | -6.5% | +23.2% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling