+41.0%
CVS vs TRMB
+118.7%
-77.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -2.0% | -5.4% | +3.5% | -0.8% |
| 30D | +1.9% | -2.0% | +3.9% | +2.2% |
| 3M | -2.2% | +12.3% | -14.5% | -4.8% |
| 6M | +26.7% | -17.6% | +44.3% | +31.0% |
| YTD | +22.9% | -27.5% | +50.3% | +30.6% |
| 1Y | +32.9% | -29.1% | +62.0% | +41.6% |
| 3Y | +62.3% | +11.5% | +50.8% | +52.5% |
| 5Y | +34.2% | -39.5% | +73.7% | +42.8% |
| All | +41.0% | +118.7% | -77.7% | +5.2% |
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 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