+42.2%
TRMB vs TW
+206.7%
-164.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | -3.0% | -4.5% | +1.4% | -1.3% |
| 30D | +2.3% | -2.3% | +4.6% | +3.2% |
| 3M | +15.3% | +2.6% | +12.7% | +13.4% |
| 6M | -14.7% | -17.5% | +2.8% | -8.8% |
| YTD | -26.4% | -5.3% | -21.1% | -26.0% |
| 1Y | -30.4% | -14.8% | -15.6% | -27.0% |
| 3Y | +13.5% | +18.8% | -5.3% | -0.8% |
| 5Y | -38.6% | +20.7% | -59.3% | -48.0% |
| All | +42.2% | +206.7% | -164.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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