+113.6%
TRMB vs NWSA
+148.8%
-35.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -5.4% | -4.8% | -0.7% | -3.1% |
| 30D | -2.0% | +3.0% | -4.9% | -3.4% |
| 3M | +12.3% | +9.3% | +3.0% | +7.2% |
| 6M | -17.6% | +23.2% | -40.8% | -26.3% |
| YTD | -27.5% | +13.3% | -40.8% | -32.5% |
| 1Y | -29.1% | +2.9% | -32.0% | -30.8% |
| 3Y | +11.5% | +43.3% | -31.8% | -7.5% |
| 5Y | -39.5% | +40.9% | -80.3% | -50.5% |
| All | +113.6% | +148.8% | -35.2% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling