+282.5%
CHTR vs TRMB
+347.9%
-65.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.3% | -5.8% | -7.5% |
| 7D | -15.8% | -2.9% | -12.9% | -15.0% |
| 30D | -12.7% | -1.8% | -10.9% | -12.2% |
| 3M | -1.1% | +8.4% | -9.5% | -3.4% |
| 6M | -39.9% | -18.5% | -21.4% | -36.5% |
| YTD | -35.9% | -26.7% | -9.1% | -30.3% |
| 1Y | -49.2% | -28.3% | -20.9% | -44.5% |
| 3Y | -68.3% | +12.6% | -80.9% | -69.9% |
| 5Y | -83.0% | -38.7% | -44.2% | -81.5% |
| 10Y | -49.3% | +120.8% | -170.1% | -60.9% |
| All | +282.5% | +347.9% | -65.4% | +152.7% |
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