-27.8%
TRMB vs CHD
+33.5%
-61.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.4% |
| 7D | +2.8% | +3.6% | -0.8% | +2.6% |
| 30D | -5.9% | +10.4% | -16.3% | -7.0% |
| 3M | -3.3% | +12.2% | -15.5% | -4.9% |
| 6M | +1.3% | +19.9% | -18.6% | 0.0% |
| YTD | -29.0% | +36.4% | -65.4% | -30.1% |
| 1Y | -27.8% | +35.1% | -62.9% | -29.0% |
| All | -27.8% | +33.5% | -61.3% | -29.0% |
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