+114.8%
CSCO vs TRMB
-39.0%
+153.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +1.0% |
| 7D | 0.0% | -2.9% | +2.9% | +0.8% |
| 30D | -10.7% | -1.8% | -8.9% | -10.5% |
| 3M | -8.7% | +8.4% | -17.1% | -11.7% |
| 6M | +44.9% | -18.5% | +63.4% | +53.5% |
| YTD | +44.1% | -26.7% | +70.9% | +57.6% |
| 1Y | +65.9% | -28.3% | +94.2% | +81.9% |
| 3Y | +109.0% | +12.6% | +96.4% | +92.0% |
| 5Y | +114.8% | -38.7% | +153.5% | +137.7% |
| All | +114.8% | -39.0% | +153.8% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling