+287.5%
CAH vs TRMB
+121.9%
+165.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.9% |
| 7D | -5.1% | -3.0% | -2.1% | -4.4% |
| 30D | +0.2% | +2.3% | -2.1% | -0.5% |
| 3M | +6.3% | +15.3% | -9.0% | +2.6% |
| 6M | +9.4% | -14.7% | +24.1% | +12.7% |
| YTD | +15.0% | -26.4% | +41.4% | +22.3% |
| 1Y | +55.4% | -30.4% | +85.9% | +67.0% |
| 3Y | +173.8% | +13.5% | +160.3% | +153.5% |
| 5Y | +395.2% | -38.6% | +433.8% | +434.7% |
| All | +287.5% | +121.9% | +165.6% | +162.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling