+117.6%
CTAS vs TRMB
-37.9%
+155.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.7% | -16.6% | +17.2% | +5.5% |
| 30D | +11.3% | -8.9% | +20.2% | +13.3% |
| 3M | +11.4% | -6.3% | +17.7% | +12.2% |
| 6M | +35.6% | -10.0% | +45.6% | +37.8% |
| YTD | +20.7% | -30.1% | +50.8% | +32.5% |
| 1Y | +22.8% | -31.3% | +54.1% | +35.3% |
| 3Y | +73.4% | +30.8% | +42.6% | +47.3% |
| 5Y | +117.6% | -35.9% | +153.5% | +148.0% |
| All | +117.6% | -37.9% | +155.5% | +148.0% |
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