-29.1%
TRMB vs NWSA
+1.3%
-30.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -5.4% | -4.8% | -0.7% | -3.5% |
| 30D | -2.0% | +3.0% | -4.9% | -3.0% |
| 3M | +12.3% | +9.3% | +3.0% | +8.4% |
| 6M | -17.6% | +23.2% | -40.8% | -24.5% |
| YTD | -27.5% | +13.3% | -40.8% | -30.4% |
| 1Y | -29.1% | +2.9% | -32.0% | -28.1% |
| All | -29.1% | +1.3% | -30.4% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling