+10,085.4%
CSX vs TRMB
+3,067.4%
+7,018.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -3.5% |
| 7D | -5.5% | -16.7% | +11.2% | -3.0% |
| 30D | +4.9% | -9.9% | +14.8% | +6.3% |
| 3M | -2.9% | -7.6% | +4.7% | -2.1% |
| 6M | +8.3% | -14.7% | +23.0% | +10.4% |
| YTD | +36.7% | -30.9% | +67.7% | +43.9% |
| 1Y | +41.5% | -31.3% | +72.8% | +49.0% |
| 3Y | +68.6% | +29.4% | +39.2% | +58.8% |
| 5Y | +48.4% | -37.4% | +85.8% | +55.5% |
| 10Y | +446.6% | +109.2% | +337.4% | +370.4% |
| All | +10,085.4% | +3,067.4% | +7,018.0% | +6,046.1% |
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