+40.5%
CSCO vs TRMB
-30.2%
+70.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +6.6% | +4.1% | +2.5% | +6.4% |
| 30D | -11.3% | -7.0% | -4.4% | -11.4% |
| 3M | -17.3% | -0.9% | -16.4% | -17.8% |
| 6M | +3.5% | -1.2% | +4.7% | +3.1% |
| YTD | +34.9% | -28.7% | +63.6% | +37.0% |
| 1Y | +40.5% | -32.1% | +72.6% | +42.4% |
| All | +40.5% | -30.2% | +70.7% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling