+1.3%
TRMB vs CHD
+22.6%
-21.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.7% |
| 7D | +2.8% | +3.6% | -0.8% | +1.9% |
| 30D | -5.9% | +10.4% | -16.3% | -9.6% |
| 3M | -3.3% | +12.2% | -15.5% | -8.0% |
| 6M | +1.3% | +19.9% | -18.6% | -4.4% |
| All | +1.3% | +22.6% | -21.3% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling