-38.7%
TRMB vs CHD
+19.3%
-58.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -2.9% | -4.2% | +1.3% | -2.0% |
| 30D | -1.8% | -7.6% | +5.8% | -0.2% |
| 3M | +8.4% | -1.6% | +10.0% | +8.9% |
| 6M | -18.5% | -6.3% | -12.2% | -17.5% |
| YTD | -26.7% | +14.6% | -41.3% | -29.1% |
| 1Y | -28.3% | +1.6% | -29.9% | -28.7% |
| 3Y | +12.6% | +3.1% | +9.4% | +9.4% |
| 5Y | -38.7% | +21.1% | -59.8% | -44.7% |
| All | -38.7% | +19.3% | -58.0% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling