+7,652.5%
ITW vs TRMB
+3,340.8%
+4,311.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | -9.4% | -1.2% | -8.2% | -9.3% |
| 3M | +7.1% | +9.6% | -2.5% | +5.4% |
| 6M | -1.9% | -16.1% | +14.3% | +0.6% |
| YTD | +10.4% | -25.0% | +35.4% | +15.1% |
| 1Y | +3.3% | -27.7% | +31.0% | +8.1% |
| 3Y | +21.0% | +15.3% | +5.7% | +16.6% |
| 5Y | +36.3% | -37.4% | +73.7% | +43.2% |
| 10Y | +185.8% | +117.5% | +68.3% | +146.8% |
| All | +7,652.5% | +3,340.8% | +4,311.7% | +4,299.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling