+108.6%
CSCO vs TRMB
+14.4%
+94.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | -0.7% | -2.5% | +1.9% | 0.0% |
| 30D | -10.1% | +1.5% | -11.6% | -10.6% |
| 3M | -15.7% | +6.8% | -22.5% | -17.4% |
| 6M | +36.3% | -14.9% | +51.2% | +41.9% |
| YTD | +43.8% | -24.1% | +67.9% | +54.5% |
| 1Y | +63.9% | -25.4% | +89.3% | +76.2% |
| All | +108.6% | +14.4% | +94.2% | +94.9% |
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