+132.1%
AWK vs TRMB
+118.7%
+13.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | -0.7% | -5.4% | +4.7% | 0.0% |
| 30D | +2.8% | -2.0% | +4.7% | +3.0% |
| 3M | +11.3% | +12.3% | -1.0% | +9.4% |
| 6M | +6.7% | -17.6% | +24.3% | +9.3% |
| YTD | +9.4% | -27.5% | +36.8% | +13.9% |
| 1Y | +3.7% | -29.1% | +32.8% | +8.2% |
| 3Y | +9.2% | +11.5% | -2.3% | +3.3% |
| 5Y | -15.7% | -39.5% | +23.7% | -13.5% |
| All | +132.1% | +118.7% | +13.4% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling