+36.8%
TRMB vs TW
+42.9%
-6.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.3% |
| 7D | +4.1% | +3.2% | +0.9% | +3.4% |
| 30D | -7.0% | +19.7% | -26.7% | -10.5% |
| 3M | -0.9% | +26.8% | -27.8% | -5.9% |
| 6M | -1.2% | +20.9% | -22.1% | -5.4% |
| YTD | -28.7% | +22.9% | -51.6% | -32.1% |
| 1Y | -32.1% | +20.4% | -52.4% | -34.9% |
| All | +36.8% | +42.9% | -6.1% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling