-30.4%
TRMB vs CHD
+2.3%
-32.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -3.0% | -4.5% | +1.4% | -2.6% |
| 30D | +2.3% | -6.7% | +9.0% | +3.0% |
| 3M | +15.3% | -2.7% | +18.0% | +16.0% |
| 6M | -14.7% | -4.9% | -9.8% | -14.2% |
| YTD | -26.4% | +13.3% | -39.8% | -26.2% |
| 1Y | -30.4% | +1.0% | -31.4% | -31.0% |
| All | -30.4% | +2.3% | -32.7% | -31.0% |
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