+36.4%
ITW vs TRMB
-39.6%
+76.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.8% |
| 7D | -2.4% | -5.4% | +3.0% | -0.5% |
| 30D | -9.5% | -2.0% | -7.6% | -9.0% |
| 3M | +6.6% | +12.3% | -5.7% | +2.2% |
| 6M | -1.8% | -17.6% | +15.9% | +4.1% |
| YTD | +9.0% | -27.5% | +36.5% | +20.3% |
| 1Y | +3.6% | -29.1% | +32.7% | +14.7% |
| 3Y | +19.4% | +11.5% | +7.9% | +9.4% |
| 5Y | +36.4% | -39.5% | +75.9% | +48.3% |
| All | +36.4% | -39.6% | +76.0% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling