+18,468.8%
SHW vs TRMB
+3,157.0%
+15,311.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +1.9% | +2.8% | -0.9% | +1.5% |
| 30D | +8.1% | -5.9% | +13.9% | +8.5% |
| 3M | -2.8% | -3.3% | +0.5% | -2.8% |
| 6M | +15.0% | +1.3% | +13.7% | +14.3% |
| YTD | +9.0% | -29.0% | +38.0% | +13.3% |
| 1Y | +4.5% | -27.8% | +32.2% | +8.3% |
| 3Y | +41.9% | +36.3% | +5.5% | +34.6% |
| 5Y | +10.7% | -35.8% | +46.5% | +14.8% |
| 10Y | +340.4% | +103.1% | +237.3% | +294.5% |
| All | +18,468.8% | +3,157.0% | +15,311.8% | +11,275.4% |
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