+125.3%
TRMB vs NWSA
+127.4%
-2.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | -2.5% | -1.9% | -0.7% | -1.6% |
| 30D | +1.5% | +4.6% | -3.1% | -0.7% |
| 3M | +6.8% | +13.2% | -6.5% | +0.3% |
| 6M | -14.9% | +27.0% | -41.9% | -24.7% |
| YTD | -24.1% | +16.8% | -40.9% | -30.2% |
| 1Y | -25.4% | +4.5% | -29.9% | -27.7% |
| 3Y | +8.0% | +46.2% | -38.2% | -10.7% |
| 5Y | -37.3% | +40.9% | -78.2% | -48.3% |
| 10Y | +116.8% | +145.1% | -28.3% | +32.6% |
| All | +125.3% | +127.4% | -2.2% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling