+104.7%
CSCO vs TRMB
+29.6%
+75.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.1% | +4.9% |
| 7D | -2.9% | -17.0% | +14.0% | +0.8% |
| 30D | -16.7% | -9.0% | -7.7% | -15.6% |
| 3M | -18.4% | -8.1% | -10.3% | -17.8% |
| 6M | +2.9% | -10.1% | +13.0% | +4.2% |
| YTD | +30.4% | -30.2% | +60.6% | +42.5% |
| 1Y | +41.4% | -30.7% | +72.1% | +54.3% |
| 3Y | +104.7% | +32.6% | +72.0% | +62.4% |
| All | +104.7% | +29.6% | +75.0% | +62.4% |
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 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