+43.1%
TJX vs TRMB
+12.4%
+30.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.6% |
| 7D | -4.6% | -3.0% | -1.5% | -4.1% |
| 30D | -17.2% | +2.3% | -19.5% | -17.6% |
| 3M | -24.9% | +15.3% | -40.2% | -26.8% |
| 6M | -19.7% | -14.7% | -5.0% | -17.9% |
| YTD | -17.2% | -26.4% | +9.2% | -13.3% |
| 1Y | -9.4% | -30.4% | +21.0% | -4.4% |
| 3Y | +43.1% | +13.5% | +29.6% | +37.5% |
| All | +43.1% | +12.4% | +30.6% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling