+180.2%
CAH vs TRMB
+11.9%
+168.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -2.2% | -2.9% | +0.7% | -2.0% |
| 30D | +1.2% | -1.8% | +3.0% | +1.3% |
| 3M | +13.1% | +8.4% | +4.7% | +12.2% |
| 6M | +8.5% | -18.5% | +27.0% | +9.9% |
| YTD | +17.6% | -26.7% | +44.4% | +20.4% |
| 1Y | +60.7% | -28.3% | +89.0% | +64.6% |
| All | +180.2% | +11.9% | +168.2% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling