+111.5%
TRMB vs NWSA
+97.3%
+14.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.2% |
| 7D | +4.1% | -0.8% | +4.9% | +4.5% |
| 30D | -7.0% | -11.3% | +4.4% | -2.6% |
| 3M | -0.9% | -8.1% | +7.1% | +1.8% |
| 6M | -1.2% | -0.7% | -0.5% | -2.6% |
| YTD | -28.7% | +1.3% | -30.1% | -30.8% |
| 1Y | -32.1% | -1.3% | -30.8% | -33.1% |
| 3Y | +33.4% | +28.4% | +5.0% | +16.0% |
| 5Y | -35.6% | +15.3% | -50.9% | -42.4% |
| 10Y | +103.8% | +142.7% | -38.9% | +24.9% |
| All | +111.5% | +97.3% | +14.2% | +39.6% |
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