+13.0%
TRMB vs CHD
+1.8%
+11.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -2.9% | -4.2% | +1.3% | -2.5% |
| 30D | -1.8% | -7.6% | +5.8% | -1.0% |
| 3M | +8.4% | -1.6% | +10.0% | +8.8% |
| 6M | -18.5% | -6.3% | -12.2% | -18.0% |
| YTD | -26.7% | +14.6% | -41.3% | -27.5% |
| 1Y | -28.3% | +1.6% | -29.9% | -28.3% |
| All | +13.0% | +1.8% | +11.2% | +12.0% |
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 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