+1,519.4%
CVS vs TRMB
+3,381.2%
-1,861.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | +4.0% | -2.5% | +6.5% | +4.2% |
| 30D | -2.4% | +1.5% | -3.9% | -2.6% |
| 3M | +2.7% | +6.8% | -4.1% | +1.9% |
| 6M | +21.9% | -14.9% | +36.8% | +23.3% |
| YTD | +24.7% | -24.1% | +48.8% | +27.4% |
| 1Y | +35.4% | -25.4% | +60.8% | +38.4% |
| 3Y | +65.2% | +8.0% | +57.2% | +62.2% |
| 5Y | +30.5% | -37.3% | +67.9% | +33.3% |
| 10Y | +40.4% | +116.8% | -76.4% | +27.7% |
| All | +1,519.4% | +3,381.2% | -1,861.8% | +1,055.0% |
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 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