+21,901.6%
CTAS vs TRMB
+3,381.2%
+18,520.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | -1.8% | -2.5% | +0.7% | -1.4% |
| 30D | -0.2% | +1.5% | -1.7% | -0.5% |
| 3M | +11.7% | +6.8% | +4.9% | +10.3% |
| 6M | +0.7% | -14.9% | +15.7% | +3.3% |
| YTD | +7.4% | -24.1% | +31.5% | +12.1% |
| 1Y | -2.1% | -25.4% | +23.3% | +2.3% |
| 3Y | +62.9% | +8.0% | +54.9% | +58.0% |
| 5Y | +111.9% | -37.3% | +149.2% | +123.3% |
| 10Y | +652.2% | +116.8% | +535.4% | +545.5% |
| All | +21,901.6% | +3,381.2% | +18,520.4% | +12,628.9% |
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