+105.2%
CTVA vs TRMB
-39.6%
+144.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -4.7% | -5.4% | +0.8% | -3.4% |
| 30D | +11.1% | -2.0% | +13.1% | +11.5% |
| 3M | +13.7% | +12.3% | +1.4% | +10.2% |
| 6M | +11.2% | -17.6% | +28.8% | +16.0% |
| YTD | +26.9% | -27.5% | +54.3% | +36.6% |
| 1Y | +18.8% | -29.1% | +47.9% | +28.4% |
| 3Y | +75.9% | +11.5% | +64.4% | +65.9% |
| 5Y | +105.2% | -39.5% | +144.7% | +124.2% |
| All | +105.2% | -39.6% | +144.8% | +124.2% |
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