+3,339.2%
TRMB vs CHD
+10,841.3%
-7,502.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.5% | -2.7% | +0.2% | -1.8% |
| 30D | +1.5% | -4.6% | +6.1% | +2.7% |
| 3M | +6.8% | +5.0% | +1.7% | +5.4% |
| 6M | -14.9% | -3.2% | -11.7% | -14.4% |
| YTD | -24.1% | +18.6% | -42.7% | -27.7% |
| 1Y | -25.4% | +4.8% | -30.2% | -26.8% |
| 3Y | +8.0% | +6.1% | +1.9% | +4.5% |
| 5Y | -37.3% | +24.0% | -61.3% | -42.3% |
| 10Y | +116.8% | +124.5% | -7.6% | +65.7% |
| All | +3,339.2% | +10,841.3% | -7,502.1% | +1,201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling