+1,406.4%
CVS vs TRMB
+3,157.0%
-1,750.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.5% |
| 7D | +6.6% | +2.8% | +3.7% | +6.3% |
| 30D | -0.4% | -5.9% | +5.4% | +0.2% |
| 3M | -5.3% | -3.3% | -2.0% | -5.0% |
| 6M | -7.7% | +1.3% | -9.1% | -7.9% |
| YTD | +16.0% | -29.0% | +45.0% | +19.3% |
| 1Y | +16.2% | -27.8% | +44.0% | +19.2% |
| 3Y | +47.6% | +36.3% | +11.3% | +42.2% |
| 5Y | +12.3% | -35.8% | +48.1% | +14.6% |
| 10Y | +62.4% | +103.1% | -40.7% | +48.8% |
| All | +1,406.4% | +3,157.0% | -1,750.6% | +981.5% |
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