+38.4%
TRMB vs CHD
+29.7%
+8.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +3.1% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -5.1% | +12.2% | -17.2% | -6.1% |
| 3M | -2.6% | +9.3% | -11.9% | -3.5% |
| 6M | -2.7% | +24.3% | -26.9% | -4.0% |
| YTD | -27.9% | +34.9% | -62.8% | -29.5% |
| 1Y | -29.0% | +32.7% | -61.7% | -30.6% |
| All | +38.4% | +29.7% | +8.6% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling