+75.7%
CTVA vs TRMB
+11.9%
+63.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | -5.8% | -2.9% | -2.9% | -5.1% |
| 30D | +11.1% | -1.8% | +12.8% | +11.4% |
| 3M | +13.2% | +8.4% | +4.8% | +10.5% |
| 6M | +8.7% | -18.5% | +27.2% | +14.4% |
| YTD | +27.3% | -26.7% | +54.0% | +38.0% |
| 1Y | +18.0% | -28.3% | +46.3% | +28.4% |
| All | +75.7% | +11.9% | +63.7% | +59.3% |
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