+175,081.4%
CSCO vs TRMB
+3,381.2%
+171,700.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | -0.7% | -2.5% | +1.9% | -0.1% |
| 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% | +40.6% |
| YTD | +43.8% | -24.1% | +67.9% | +52.0% |
| 1Y | +63.9% | -25.4% | +89.3% | +73.5% |
| 3Y | +104.4% | +8.0% | +96.3% | +95.5% |
| 5Y | +111.4% | -37.3% | +148.7% | +126.1% |
| 10Y | +361.7% | +116.8% | +244.9% | +261.0% |
| All | +175,081.4% | +3,381.2% | +171,700.2% | +59,921.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling