+17,569.8%
SHW vs TRMB
+3,381.2%
+14,188.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -3.2% | -2.5% | -0.7% | -2.9% |
| 30D | -9.5% | +1.5% | -11.0% | -9.7% |
| 3M | +11.5% | +6.8% | +4.7% | +10.4% |
| 6M | -3.5% | -14.9% | +11.4% | -1.6% |
| YTD | +3.7% | -24.1% | +27.8% | +7.3% |
| 1Y | -7.9% | -25.4% | +17.5% | -4.6% |
| 3Y | +24.7% | +8.0% | +16.7% | +22.1% |
| 5Y | +13.6% | -37.3% | +50.9% | +18.4% |
| 10Y | +283.0% | +116.8% | +166.1% | +241.5% |
| All | +17,569.8% | +3,381.2% | +14,188.6% | +10,672.0% |
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