+216.7%
CTVA vs TRMB
+42.1%
+174.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -4.5% | -3.0% | -1.5% | -3.5% |
| 30D | +11.3% | +2.3% | +9.0% | +10.3% |
| 3M | +12.3% | +15.3% | -3.0% | +6.6% |
| 6M | +7.2% | -14.7% | +21.9% | +11.9% |
| YTD | +26.0% | -26.4% | +52.4% | +37.9% |
| 1Y | +16.0% | -30.4% | +46.4% | +29.1% |
| 3Y | +73.9% | +13.5% | +60.4% | +58.1% |
| 5Y | +103.8% | -38.6% | +142.4% | +127.8% |
| All | +216.7% | +42.1% | +174.6% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling