+377.3%
CSCO vs TRMB
+113.5%
+263.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +1.0% |
| 7D | 0.0% | -2.9% | +2.9% | +1.0% |
| 30D | -10.7% | -1.8% | -8.9% | -10.4% |
| 3M | -8.7% | +8.4% | -17.1% | -12.0% |
| 6M | +44.9% | -18.5% | +63.4% | +54.1% |
| YTD | +44.1% | -26.7% | +70.9% | +58.5% |
| 1Y | +65.9% | -28.3% | +94.2% | +82.9% |
| 3Y | +109.0% | +12.6% | +96.4% | +90.6% |
| 5Y | +114.8% | -38.7% | +153.5% | +139.2% |
| 10Y | +377.3% | +120.8% | +256.6% | +212.4% |
| All | +377.3% | +113.5% | +263.8% | +212.4% |
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