+3,166.3%
TRMB vs CHD
+12,336.8%
-9,170.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | -2.6% | +9.3% | -11.9% | -5.0% |
| 6M | -2.7% | +24.3% | -26.9% | -8.2% |
| YTD | -27.9% | +34.9% | -62.8% | -33.7% |
| 1Y | -29.0% | +32.7% | -61.7% | -34.5% |
| 3Y | +35.0% | +29.4% | +5.5% | +23.9% |
| 5Y | -33.9% | +31.7% | -65.6% | -40.1% |
| 10Y | +106.1% | +191.7% | -85.5% | +47.0% |
| All | +3,166.3% | +12,336.8% | -9,170.5% | +1,093.8% |
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