-31.0%
TRMB vs CHD
+30.9%
-61.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.6% | -19.9% | -17.5% |
| 7D | -15.7% | +6.9% | -22.6% | -16.4% |
| 30D | -7.8% | +17.1% | -24.9% | -9.7% |
| 3M | -9.3% | +9.1% | -18.4% | -10.6% |
| 6M | -20.8% | +21.4% | -42.2% | -21.5% |
| YTD | -30.8% | +34.9% | -65.6% | -32.0% |
| 1Y | -31.0% | +31.0% | -62.0% | -31.8% |
| All | -31.0% | +30.9% | -61.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling