+188.3%
ITW vs TRMB
+121.9%
+66.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | -0.7% | -3.0% | +2.3% | +0.4% |
| 30D | -8.3% | +2.3% | -10.6% | -9.2% |
| 3M | +6.0% | +15.3% | -9.3% | +0.4% |
| 6M | 0.0% | -14.7% | +14.7% | +4.9% |
| YTD | +10.2% | -26.4% | +36.6% | +21.5% |
| 1Y | +3.2% | -30.4% | +33.6% | +15.6% |
| 3Y | +21.0% | +13.5% | +7.5% | +10.0% |
| 5Y | +37.9% | -38.6% | +76.5% | +53.7% |
| All | +188.3% | +121.9% | +66.4% | +96.5% |
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