+47,096.0%
TJX vs TRMB
+3,260.0%
+43,836.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.8% |
| 7D | -4.0% | -2.9% | -1.1% | -3.5% |
| 30D | -20.3% | -1.8% | -18.6% | -20.2% |
| 3M | -23.3% | +8.4% | -31.7% | -24.3% |
| 6M | -19.7% | -18.5% | -1.2% | -17.6% |
| YTD | -17.1% | -26.7% | +9.6% | -13.8% |
| 1Y | -8.8% | -28.3% | +19.5% | -4.9% |
| 3Y | +43.4% | +12.6% | +30.8% | +38.4% |
| 5Y | +95.2% | -38.7% | +133.9% | +103.9% |
| 10Y | +288.1% | +120.8% | +167.3% | +239.3% |
| All | +47,096.0% | +3,260.0% | +43,836.0% | +25,098.1% |
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