+10,145.6%
CSX vs TRMB
+3,381.2%
+6,764.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -3.4% | -2.5% | -0.9% | -3.0% |
| 30D | -3.1% | +1.5% | -4.6% | -3.4% |
| 3M | +7.2% | +6.8% | +0.4% | +5.7% |
| 6M | +16.2% | -14.9% | +31.1% | +18.8% |
| YTD | +37.5% | -24.1% | +61.6% | +43.2% |
| 1Y | +53.2% | -25.4% | +78.6% | +59.8% |
| 3Y | +68.2% | +8.0% | +60.2% | +63.6% |
| 5Y | +65.2% | -37.3% | +102.5% | +73.7% |
| 10Y | +504.1% | +116.8% | +387.3% | +418.0% |
| All | +10,145.6% | +3,381.2% | +6,764.4% | +6,013.3% |
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