+335.7%
CSCO vs TRMB
+103.0%
+232.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | +6.6% | +4.1% | +2.5% | +5.2% |
| 30D | -11.3% | -7.0% | -4.4% | -10.1% |
| 3M | -17.3% | -0.9% | -16.4% | -18.2% |
| 6M | +3.5% | -1.2% | +4.7% | +2.0% |
| YTD | +34.9% | -28.7% | +63.6% | +48.1% |
| 1Y | +40.5% | -32.1% | +72.6% | +56.5% |
| 3Y | +109.3% | +33.4% | +75.8% | +78.3% |
| 5Y | +105.9% | -35.6% | +141.5% | +122.8% |
| All | +335.7% | +103.0% | +232.7% | +201.4% |
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